+1,323.9%
ASML vs MCD
+215.7%
+1,108.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.6% | -9.0% |
| 7D | -19.0% | +8.0% | -27.1% | -22.0% |
| 30D | -25.9% | +19.6% | -45.5% | -32.1% |
| 3M | -19.1% | +2.2% | -21.3% | -20.4% |
| 6M | -5.7% | -1.1% | -4.6% | -6.7% |
| YTD | +27.6% | -7.2% | +34.8% | +30.2% |
| 1Y | +30.8% | -6.7% | +37.5% | +32.5% |
| 3Y | +116.2% | +11.6% | +104.6% | +90.0% |
| 5Y | +67.7% | +22.6% | +45.0% | +38.2% |
| All | +1,323.9% | +215.7% | +1,108.3% | +696.0% |
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