+4.4%
MCHP vs CTSH
-17.3%
+21.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.8% |
| 7D | +0.3% | -8.2% | +8.5% | +4.3% |
| 30D | -9.8% | +0.4% | -10.2% | -10.4% |
| 3M | -19.7% | +10.6% | -30.3% | -25.4% |
| 6M | +13.6% | -8.8% | +22.4% | +18.2% |
| YTD | +16.5% | -28.6% | +45.1% | +44.5% |
| 1Y | +15.7% | -15.9% | +31.6% | +24.9% |
| 3Y | 0.0% | -13.9% | +13.8% | +6.3% |
| 5Y | +4.4% | -17.1% | +21.5% | +14.6% |
| All | +4.4% | -17.3% | +21.7% | +14.6% |
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 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