+117.9%
ASML vs MDB
-12.3%
+130.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.2% | -2.1% | -8.2% |
| 7D | -19.0% | -20.9% | +1.8% | -16.0% |
| 30D | -25.9% | -15.6% | -10.4% | -24.0% |
| 3M | -19.1% | -19.1% | 0.0% | -17.4% |
| 6M | -5.7% | +14.2% | -19.9% | -10.5% |
| YTD | +27.6% | -27.4% | +55.0% | +30.3% |
| 1Y | +30.8% | -13.0% | +43.8% | +28.2% |
| All | +117.9% | -12.3% | +130.2% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling