+739.1%
ASML vs MDB
+823.0%
-83.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.2% | -2.1% | -7.6% |
| 7D | -19.0% | -20.9% | +1.8% | -14.4% |
| 30D | -25.9% | -15.6% | -10.4% | -23.0% |
| 3M | -19.1% | -19.1% | 0.0% | -16.6% |
| 6M | -5.7% | +14.2% | -19.9% | -12.5% |
| YTD | +27.6% | -27.4% | +55.0% | +29.7% |
| 1Y | +30.8% | -13.0% | +43.8% | +26.1% |
| 3Y | +116.2% | -11.2% | +127.5% | +90.2% |
| 5Y | +67.7% | -45.2% | +112.8% | +49.1% |
| All | +739.1% | +823.0% | -83.9% | +285.6% |
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