+195.2%
MCD vs CTSH
+35.4%
+159.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -1.6% | -4.2% | +2.6% | -0.4% |
| 30D | +16.0% | +3.9% | +12.1% | +14.5% |
| 3M | 0.0% | +10.2% | -10.2% | -3.3% |
| 6M | +0.9% | +35.3% | -34.3% | -8.9% |
| YTD | -8.7% | -21.8% | +13.1% | -3.9% |
| 1Y | -8.6% | -12.1% | +3.6% | -7.2% |
| 3Y | +9.9% | +2.0% | +7.8% | +4.4% |
| 5Y | +22.6% | -15.3% | +37.9% | +21.7% |
| All | +195.2% | +35.4% | +159.8% | +140.6% |
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