+39.3%
ASML vs MCD
-6.8%
+46.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +4.7% |
| 7D | -9.0% | +7.1% | -16.1% | -5.2% |
| 30D | -21.0% | +19.8% | -40.7% | -12.5% |
| 3M | -16.3% | +0.8% | -17.1% | -15.1% |
| 6M | -7.5% | -1.3% | -6.2% | -5.5% |
| YTD | +34.0% | -7.8% | +41.7% | +41.2% |
| 1Y | +39.3% | -5.0% | +44.2% | +49.6% |
| All | +39.3% | -6.8% | +46.1% | +49.6% |
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