+97,349.8%
ASML vs MCD
+2,795.9%
+94,553.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.9% |
| 7D | +1.1% | -2.8% | +3.9% | +2.6% |
| 30D | +2.2% | -6.0% | +8.2% | +5.3% |
| 3M | -2.3% | -5.6% | +3.3% | -0.6% |
| 6M | +23.0% | -21.9% | +44.8% | +37.7% |
| YTD | +61.1% | -14.7% | +75.8% | +71.9% |
| 1Y | +129.1% | -17.3% | +146.4% | +147.1% |
| 3Y | +165.4% | -2.2% | +167.5% | +154.6% |
| 5Y | +109.5% | +20.3% | +89.2% | +80.4% |
| 10Y | +1,645.7% | +180.7% | +1,465.0% | +845.7% |
| All | +97,349.8% | +2,795.9% | +94,553.9% | +18,067.9% |
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 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