+1,534.9%
ASML vs MCD
+211.9%
+1,323.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -2.9% | +7.3% | -10.1% | -6.0% |
| 30D | -15.2% | +20.0% | -35.1% | -22.3% |
| 3M | -12.9% | +3.8% | -16.7% | -14.9% |
| 6M | -5.0% | +3.8% | -8.8% | -8.1% |
| YTD | +41.8% | -5.9% | +47.7% | +43.8% |
| 1Y | +46.0% | -3.2% | +49.3% | +45.3% |
| 3Y | +133.5% | +13.3% | +120.2% | +103.7% |
| 5Y | +93.0% | +25.2% | +67.8% | +57.4% |
| 10Y | +1,534.9% | +213.3% | +1,321.6% | +816.9% |
| All | +1,534.9% | +211.9% | +1,323.0% | +816.9% |
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