+30.8%
ASML vs MCD
-4.8%
+35.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.6% | -9.7% |
| 7D | -19.0% | +8.0% | -27.1% | -15.4% |
| 30D | -25.9% | +19.6% | -45.5% | -18.3% |
| 3M | -19.1% | +2.2% | -21.3% | -17.3% |
| 6M | -5.7% | -1.1% | -4.6% | -3.3% |
| YTD | +27.6% | -7.2% | +34.8% | +34.2% |
| 1Y | +30.8% | -6.7% | +37.5% | +37.5% |
| All | +30.8% | -4.8% | +35.6% | +37.5% |
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