+117.9%
ASML vs MET
+77.6%
+40.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.3% | -8.3% |
| 7D | -19.0% | -0.5% | -18.6% | -18.8% |
| 30D | -25.9% | +3.3% | -29.2% | -26.8% |
| 3M | -19.1% | +4.2% | -23.3% | -20.6% |
| 6M | -5.7% | +27.3% | -33.1% | -15.7% |
| YTD | +27.6% | +29.8% | -2.2% | +12.5% |
| 1Y | +30.8% | +30.2% | +0.5% | +14.9% |
| All | +117.9% | +77.6% | +40.3% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling