+13.3%
MCD vs CTSH
+5.7%
+7.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +7.3% | +1.8% | +5.4% | +7.0% |
| 30D | +20.0% | +9.8% | +10.2% | +18.1% |
| 3M | +3.8% | +12.1% | -8.3% | +1.7% |
| 6M | +3.8% | +27.4% | -23.6% | -1.2% |
| YTD | -5.9% | -20.3% | +14.4% | -3.6% |
| 1Y | -3.2% | -8.8% | +5.6% | -3.7% |
| 3Y | +13.3% | +4.0% | +9.2% | +9.4% |
| All | +13.3% | +5.7% | +7.6% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling