+82.7%
ASML vs MCO
+36.6%
+46.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | -9.3% | +9.8% | -19.1% | -14.5% |
| 3M | -19.0% | +4.3% | -23.3% | -21.8% |
| 6M | -5.2% | +16.5% | -21.7% | -16.7% |
| YTD | +40.6% | +0.1% | +40.5% | +35.6% |
| 1Y | +47.5% | +4.4% | +43.1% | +37.3% |
| 3Y | +133.9% | +51.6% | +82.3% | +47.0% |
| All | +82.7% | +36.6% | +46.1% | +21.9% |
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