+128.9%
ASML vs MCO
+56.4%
+72.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.5% |
| 7D | -9.0% | +2.4% | -11.4% | -9.5% |
| 30D | -21.0% | +12.5% | -33.4% | -23.4% |
| 3M | -16.3% | +7.1% | -23.4% | -18.1% |
| 6M | -7.5% | +13.2% | -20.7% | -12.4% |
| YTD | +34.0% | -0.4% | +34.3% | +34.0% |
| 1Y | +39.3% | +5.8% | +33.5% | +34.9% |
| 3Y | +128.9% | +55.4% | +73.5% | +50.2% |
| All | +128.9% | +56.4% | +72.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling