+108.6%
ASML vs MCO
+32.8%
+75.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.5% |
| 7D | +1.1% | -4.2% | +5.3% | +3.6% |
| 30D | +2.2% | +2.2% | 0.0% | +0.3% |
| 3M | -2.3% | +10.1% | -12.4% | -10.3% |
| 6M | +23.0% | +5.3% | +17.7% | +15.5% |
| YTD | +61.1% | -2.7% | +63.8% | +58.9% |
| 1Y | +129.1% | -0.4% | +129.5% | +118.7% |
| 3Y | +165.4% | +49.0% | +116.3% | +67.7% |
| All | +108.6% | +32.8% | +75.7% | +39.0% |
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