+144.3%
ASML vs MET
+85.5%
+58.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.8% | +5.0% |
| 7D | -0.8% | +1.3% | -2.2% | -1.2% |
| 30D | -14.9% | +4.0% | -18.9% | -16.1% |
| 3M | -13.0% | +4.6% | -17.6% | -14.6% |
| 6M | -4.7% | +32.8% | -37.5% | -16.3% |
| YTD | +42.3% | +32.3% | +10.0% | +24.6% |
| 1Y | +49.7% | +37.1% | +12.6% | +28.8% |
| 3Y | +144.3% | +86.8% | +57.5% | +76.2% |
| All | +144.3% | +85.5% | +58.8% | +76.2% |
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