+1,557.1%
ASML vs MKC
+25.8%
+1,531.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +4.9% | -3.0% | +7.9% | +5.4% |
| 30D | -9.3% | +4.8% | -14.1% | -10.2% |
| 3M | -19.0% | -12.8% | -6.1% | -17.6% |
| 6M | -5.2% | +5.0% | -10.2% | -7.2% |
| YTD | +40.6% | -29.1% | +69.7% | +48.0% |
| 1Y | +47.5% | -26.4% | +73.9% | +53.8% |
| 3Y | +133.9% | -21.6% | +155.5% | +133.8% |
| 5Y | +83.8% | -35.2% | +119.0% | +92.1% |
| All | +1,557.1% | +25.8% | +1,531.3% | +1,355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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