+75.5%
ASML vs MDY
+31.3%
+44.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.1% |
| 7D | -9.0% | -1.7% | -7.4% | -6.7% |
| 30D | -21.0% | -0.9% | -20.0% | -19.6% |
| 3M | -16.3% | -5.7% | -10.6% | -8.7% |
| 6M | -7.5% | -2.9% | -4.6% | -2.1% |
| YTD | +34.0% | +9.8% | +24.1% | +21.7% |
| 1Y | +39.3% | +13.5% | +25.8% | +21.1% |
| 3Y | +128.9% | +51.9% | +76.9% | +33.1% |
| All | +75.5% | +31.3% | +44.1% | +20.7% |
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