+1,644.6%
ASML vs MCD
+177.7%
+1,466.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.9% |
| 7D | +1.1% | -2.8% | +3.9% | +2.5% |
| 30D | +2.2% | -6.0% | +8.2% | +5.1% |
| 3M | -2.3% | -5.6% | +3.3% | -0.7% |
| 6M | +23.0% | -21.9% | +44.8% | +37.9% |
| YTD | +61.1% | -14.7% | +75.8% | +71.9% |
| 1Y | +129.1% | -17.3% | +146.4% | +147.1% |
| 3Y | +165.4% | -2.2% | +167.5% | +151.2% |
| 5Y | +109.5% | +20.3% | +89.2% | +73.3% |
| All | +1,644.6% | +177.7% | +1,466.9% | +860.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling