+1,557.1%
ASML vs MDY
+165.3%
+1,391.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +4.9% | +2.3% | +2.7% | +2.4% |
| 30D | -9.3% | +2.0% | -11.3% | -10.9% |
| 3M | -19.0% | -5.6% | -13.3% | -13.0% |
| 6M | -5.2% | +1.3% | -6.5% | -5.1% |
| YTD | +40.6% | +12.3% | +28.3% | +26.8% |
| 1Y | +47.5% | +15.8% | +31.7% | +28.6% |
| 3Y | +133.9% | +56.5% | +77.4% | +47.9% |
| 5Y | +83.8% | +35.1% | +48.6% | +39.1% |
| All | +1,557.1% | +165.3% | +1,391.8% | +604.3% |
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