+1,534.9%
ASML vs MKC
+21.5%
+1,513.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | 0.0% |
| 7D | -2.9% | -2.4% | -0.4% | -2.6% |
| 30D | -15.2% | +5.4% | -20.6% | -16.1% |
| 3M | -12.9% | -11.1% | -1.8% | -11.7% |
| 6M | -5.0% | -1.4% | -3.6% | -5.9% |
| YTD | +41.8% | -29.4% | +71.2% | +49.4% |
| 1Y | +46.0% | -24.7% | +70.8% | +51.4% |
| 3Y | +133.5% | -21.8% | +155.3% | +133.4% |
| 5Y | +93.0% | -36.0% | +129.0% | +102.2% |
| 10Y | +1,534.9% | +24.9% | +1,510.0% | +1,335.6% |
| All | +1,534.9% | +21.5% | +1,513.5% | +1,335.6% |
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