+80,969.6%
ASML vs MCO
+8,479.6%
+72,490.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.9% |
| 7D | -9.0% | +2.4% | -11.4% | -10.2% |
| 30D | -21.0% | +12.5% | -33.4% | -25.6% |
| 3M | -16.3% | +7.1% | -23.4% | -19.8% |
| 6M | -7.5% | +13.2% | -20.7% | -15.1% |
| YTD | +34.0% | -0.4% | +34.3% | +29.8% |
| 1Y | +39.3% | +5.8% | +33.5% | +30.8% |
| 3Y | +128.9% | +55.4% | +73.5% | +75.3% |
| 5Y | +76.1% | +36.3% | +39.8% | +45.3% |
| 10Y | +1,428.4% | +468.9% | +959.4% | +566.6% |
| All | +80,969.6% | +8,479.6% | +72,490.1% | +7,295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling