-7.5%
ASML vs MDY
-2.4%
-5.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +3.6% |
| 7D | -9.0% | -1.7% | -7.4% | -5.3% |
| 30D | -21.0% | -0.9% | -20.0% | -18.9% |
| 3M | -16.3% | -5.7% | -10.6% | -2.7% |
| 6M | -7.5% | -2.9% | -4.6% | +0.6% |
| All | -7.5% | -2.4% | -5.1% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling