+1,534.9%
ASML vs MDY
+171.2%
+1,363.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | 0.0% |
| 7D | -2.9% | 0.0% | -2.9% | -2.5% |
| 30D | -15.2% | +1.0% | -16.2% | -15.7% |
| 3M | -12.9% | -4.1% | -8.8% | -8.1% |
| 6M | -5.0% | +0.6% | -5.7% | -4.3% |
| YTD | +41.8% | +12.9% | +28.9% | +27.1% |
| 1Y | +46.0% | +14.6% | +31.4% | +28.7% |
| 3Y | +133.5% | +57.1% | +76.4% | +47.1% |
| 5Y | +93.0% | +37.1% | +55.9% | +44.0% |
| 10Y | +1,534.9% | +171.5% | +1,363.4% | +606.0% |
| All | +1,534.9% | +171.2% | +1,363.8% | +606.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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