+85,040.9%
ASML vs MCD
+3,073.7%
+81,967.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.1% | -6.9% |
| 7D | -10.0% | +11.9% | -21.9% | -15.3% |
| 30D | -19.4% | +20.2% | -39.7% | -27.1% |
| 3M | -12.5% | +5.2% | -17.6% | -15.6% |
| 6M | +8.2% | 0.0% | +8.2% | +6.0% |
| YTD | +40.7% | -6.5% | +47.2% | +42.2% |
| 1Y | +46.1% | -3.9% | +50.1% | +45.1% |
| 3Y | +138.5% | +12.5% | +126.0% | +111.4% |
| 5Y | +84.2% | +24.2% | +60.0% | +55.0% |
| 10Y | +1,505.1% | +220.9% | +1,284.2% | +705.5% |
| All | +85,040.9% | +3,073.7% | +81,967.2% | +14,929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling