+211.7%
MCD vs CTSH
+37.6%
+174.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | +7.1% | -0.6% | +7.7% | +7.3% |
| 30D | +19.8% | +13.4% | +6.4% | +15.4% |
| 3M | +0.8% | +14.4% | -13.6% | -3.5% |
| 6M | -1.3% | +27.7% | -29.0% | -9.4% |
| YTD | -7.8% | -20.6% | +12.9% | -3.3% |
| 1Y | -5.0% | -9.1% | +4.2% | -4.5% |
| 3Y | +10.5% | +3.1% | +7.5% | +4.8% |
| 5Y | +22.0% | -11.8% | +33.7% | +19.3% |
| All | +211.7% | +37.6% | +174.0% | +155.0% |
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