+825.4%
ASML vs MDB
+895.1%
-69.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.1% |
| 7D | -10.0% | -16.5% | +6.5% | -6.1% |
| 30D | -19.4% | -8.6% | -10.9% | -17.8% |
| 3M | -12.5% | -13.6% | +1.1% | -11.2% |
| 6M | +8.2% | +24.1% | -15.8% | -1.6% |
| YTD | +40.7% | -21.8% | +62.5% | +40.5% |
| 1Y | +46.1% | -7.7% | +53.9% | +38.9% |
| 3Y | +138.5% | -4.3% | +142.8% | +105.9% |
| 5Y | +84.2% | -38.6% | +122.8% | +59.2% |
| All | +825.4% | +895.1% | -69.7% | +317.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling