+1,788.2%
MPWR vs CTSH
+34.5%
+1,753.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.6% |
| 7D | +16.8% | -2.1% | +18.9% | +18.0% |
| 30D | +11.9% | +1.4% | +10.5% | +8.9% |
| 3M | +2.2% | +7.5% | -5.2% | -6.2% |
| 6M | -15.5% | +39.6% | -55.1% | -39.2% |
| YTD | +54.2% | -22.3% | +76.5% | +67.5% |
| 1Y | +51.5% | -12.0% | +63.4% | +47.9% |
| 3Y | +180.2% | +1.8% | +178.4% | +141.1% |
| 5Y | +156.8% | -15.8% | +172.6% | +158.3% |
| All | +1,788.2% | +34.5% | +1,753.7% | +1,322.2% |
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