+781.2%
ASML vs MDB
+848.0%
-66.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.4% |
| 7D | -9.0% | -11.4% | +2.4% | -6.3% |
| 30D | -21.0% | -13.8% | -7.1% | -18.2% |
| 3M | -16.3% | -15.5% | -0.8% | -14.6% |
| 6M | -7.5% | +17.9% | -25.5% | -14.8% |
| YTD | +34.0% | -25.5% | +59.4% | +35.4% |
| 1Y | +39.3% | -12.1% | +51.4% | +34.1% |
| 3Y | +128.9% | -5.9% | +134.7% | +98.4% |
| 5Y | +76.1% | -43.7% | +119.8% | +55.6% |
| All | +781.2% | +848.0% | -66.8% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling