+855.4%
MU vs CTSH
+3.1%
+852.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.9% | +4.7% |
| 7D | -22.0% | -0.6% | -21.4% | -22.0% |
| 30D | -36.6% | +13.4% | -50.0% | -35.3% |
| 3M | -21.7% | +14.4% | -36.1% | -19.9% |
| 6M | +3.5% | +27.7% | -24.2% | +10.5% |
| YTD | +141.9% | -20.6% | +162.5% | +213.3% |
| 1Y | +189.8% | -9.1% | +199.0% | +245.1% |
| 3Y | +855.4% | +3.1% | +852.3% | +952.0% |
| All | +855.4% | +3.1% | +852.2% | +952.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling