+75.5%
ASML vs MCO
+36.1%
+39.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +6.1% |
| 7D | -9.0% | +2.4% | -11.4% | -10.4% |
| 30D | -21.0% | +12.5% | -33.4% | -26.7% |
| 3M | -16.3% | +7.1% | -23.4% | -20.6% |
| 6M | -7.5% | +13.2% | -20.7% | -17.4% |
| YTD | +34.0% | -0.4% | +34.3% | +29.5% |
| 1Y | +39.3% | +5.8% | +33.5% | +28.0% |
| 3Y | +128.9% | +55.4% | +73.5% | +40.1% |
| All | +75.5% | +36.1% | +39.4% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling