+23.4%
MCD vs CTSH
-13.2%
+36.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -1.9% | -2.1% | +0.1% | -1.6% |
| 30D | +16.6% | +8.0% | +8.7% | +14.9% |
| 3M | +0.9% | +10.6% | -9.6% | -1.2% |
| 6M | +1.5% | +32.5% | -31.0% | -4.6% |
| YTD | -8.3% | -21.0% | +12.6% | -5.4% |
| 1Y | -8.1% | -9.9% | +1.8% | -7.8% |
| 3Y | +10.3% | +3.1% | +7.2% | +6.6% |
| 5Y | +23.4% | -13.4% | +36.8% | +22.7% |
| All | +23.4% | -13.2% | +36.6% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling