+1,395.4%
ASML vs MKC
+25.9%
+1,369.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.3% | +5.5% |
| 7D | -9.0% | +2.3% | -11.4% | -9.4% |
| 30D | -21.0% | +8.1% | -29.1% | -22.1% |
| 3M | -16.3% | -6.4% | -9.9% | -15.7% |
| 6M | -7.5% | +1.8% | -9.3% | -8.7% |
| YTD | +34.0% | -26.9% | +60.9% | +40.5% |
| 1Y | +39.3% | -21.7% | +61.0% | +43.6% |
| 3Y | +128.9% | -18.7% | +147.6% | +127.5% |
| 5Y | +76.1% | -32.8% | +108.9% | +82.9% |
| All | +1,395.4% | +25.9% | +1,369.5% | +1,207.7% |
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