+4,322.8%
MCHP vs CTSH
+32,929.6%
-28,606.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | +0.3% |
| 7D | +2.8% | -5.5% | +8.2% | +4.7% |
| 30D | -12.8% | +4.5% | -17.3% | -14.5% |
| 3M | -19.2% | +13.7% | -32.9% | -24.9% |
| 6M | +14.5% | -8.4% | +22.9% | +13.7% |
| YTD | +17.1% | -26.5% | +43.6% | +25.1% |
| 1Y | +15.3% | -13.9% | +29.2% | +16.3% |
| 3Y | +0.5% | -11.3% | +11.8% | +1.3% |
| 5Y | +6.1% | -14.8% | +20.9% | +8.9% |
| 10Y | +192.2% | +22.5% | +169.7% | +167.8% |
| All | +4,322.8% | +32,929.6% | -28,606.7% | +717.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling