+1,582.8%
ASML vs MET
+202.5%
+1,380.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +2.5% | 0.0% | +2.5% | +2.6% |
| 30D | -12.2% | +3.4% | -15.6% | -13.6% |
| 3M | -14.6% | +7.0% | -21.6% | -17.6% |
| 6M | -1.7% | +34.6% | -36.4% | -15.7% |
| YTD | +44.3% | +34.0% | +10.4% | +23.8% |
| 1Y | +51.0% | +35.9% | +15.1% | +28.5% |
| 3Y | +137.6% | +85.5% | +52.1% | +70.6% |
| 5Y | +92.7% | +87.8% | +5.0% | +37.4% |
| 10Y | +1,582.8% | +199.7% | +1,383.1% | +808.4% |
| All | +1,582.8% | +202.5% | +1,380.3% | +808.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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