+4,506.3%
ASML vs MET
+1,300.1%
+3,206.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.8% |
| 7D | +1.1% | +1.2% | 0.0% | +0.5% |
| 30D | +2.2% | +1.4% | +0.8% | +1.4% |
| 3M | -2.3% | +17.7% | -20.0% | -9.2% |
| 6M | +23.0% | +35.0% | -12.0% | +8.2% |
| YTD | +61.1% | +26.3% | +34.8% | +45.2% |
| 1Y | +129.1% | +22.8% | +106.3% | +108.1% |
| 3Y | +165.4% | +65.9% | +99.4% | +110.9% |
| 5Y | +109.5% | +85.4% | +24.1% | +58.6% |
| 10Y | +1,645.7% | +253.7% | +1,392.0% | +864.7% |
| All | +4,506.3% | +1,300.1% | +3,206.2% | +1,033.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling