+48.3%
ASML vs MDLN
+14.2%
+34.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.7% | -2.5% |
| 7D | +10.4% | +0.6% | +9.8% | +10.4% |
| 30D | -12.7% | +12.0% | -24.7% | -12.1% |
| 3M | -17.2% | +12.6% | -29.8% | -16.7% |
| 6M | -1.3% | +3.7% | -5.0% | -0.8% |
| YTD | +40.8% | -4.8% | +45.6% | +47.8% |
| All | +48.3% | +14.2% | +34.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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