+48.1%
ASML vs MDLN
+12.8%
+35.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | -0.1% |
| 7D | +4.9% | -0.4% | +5.4% | +5.0% |
| 30D | -9.3% | +9.9% | -19.1% | -8.6% |
| 3M | -19.0% | +10.9% | -29.9% | -18.5% |
| 6M | -5.2% | +2.0% | -7.2% | -4.8% |
| YTD | +40.6% | -6.0% | +46.6% | +47.6% |
| All | +48.1% | +12.8% | +35.4% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling