+88.6%
ASML vs MDY
+37.2%
+51.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.7% |
| 7D | +2.5% | +0.2% | +2.4% | +2.7% |
| 30D | -12.2% | +2.1% | -14.4% | -14.3% |
| 3M | -14.6% | -3.6% | -11.0% | -9.6% |
| 6M | -1.7% | +1.7% | -3.4% | -2.4% |
| YTD | +44.3% | +13.8% | +30.5% | +24.9% |
| 1Y | +51.0% | +15.5% | +35.5% | +28.1% |
| 3Y | +137.6% | +58.3% | +79.3% | +30.8% |
| All | +88.6% | +37.2% | +51.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling