+211.3%
MCD vs CTSH
+39.1%
+172.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +5.9% | -2.3% | +8.2% | +6.6% |
| 30D | +19.6% | +7.4% | +12.2% | +17.0% |
| 3M | +3.3% | +10.9% | -7.7% | -0.3% |
| 6M | +3.5% | +24.7% | -21.2% | -4.4% |
| YTD | -6.1% | -22.0% | +15.9% | -1.1% |
| 1Y | -3.7% | -11.2% | +7.5% | -2.6% |
| 3Y | +13.4% | +3.9% | +9.5% | +7.0% |
| 5Y | +25.2% | -13.9% | +39.1% | +23.4% |
| 10Y | +211.3% | +37.8% | +173.5% | +154.1% |
| All | +211.3% | +39.1% | +172.2% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling