+46.1%
ASML vs MCD
-3.6%
+49.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.1% | -0.1% |
| 7D | -10.0% | +11.9% | -21.9% | -4.3% |
| 30D | -19.4% | +20.2% | -39.7% | -11.0% |
| 3M | -12.5% | +5.2% | -17.6% | -9.2% |
| 6M | +8.2% | 0.0% | +8.2% | +11.5% |
| YTD | +40.7% | -6.5% | +47.2% | +48.5% |
| 1Y | +46.1% | -3.9% | +50.1% | +54.7% |
| All | +46.1% | -3.6% | +49.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling