-17.1%
CTSH vs MXL
+34.9%
-52.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.5% | -10.4% | -3.3% |
| 7D | -8.2% | +19.0% | -27.2% | -9.1% |
| 30D | +0.4% | +4.5% | -4.1% | -0.2% |
| 3M | +10.6% | -1.5% | +12.1% | +7.6% |
| 6M | -8.8% | +348.6% | -357.4% | -29.0% |
| YTD | -28.6% | +310.3% | -338.9% | -44.0% |
| 1Y | -15.9% | +344.7% | -360.6% | -35.3% |
| 3Y | -13.9% | +211.2% | -225.1% | -36.1% |
| 5Y | -17.1% | +34.8% | -51.9% | -26.9% |
| All | -17.1% | +34.9% | -52.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling