+134.5%
MCHP vs CTSH
+34.5%
+100.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +5.7% | -2.1% | +7.8% | +6.9% |
| 30D | -13.4% | +1.4% | -14.8% | -15.3% |
| 3M | -20.1% | +7.5% | -27.6% | -25.9% |
| 6M | -35.5% | +39.6% | -75.1% | -52.6% |
| YTD | -1.6% | -22.3% | +20.8% | +8.4% |
| 1Y | +15.5% | -12.0% | +27.4% | +15.3% |
| 3Y | -13.2% | +1.8% | -15.0% | -22.3% |
| 5Y | -17.5% | -15.8% | -1.6% | -16.0% |
| All | +134.5% | +34.5% | +100.0% | +73.5% |
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