+46.6%
ASML vs MKC
-23.7%
+70.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +5.8% |
| 7D | -0.8% | -1.9% | +1.1% | -1.4% |
| 30D | -14.9% | +8.0% | -22.9% | -12.4% |
| 3M | -13.0% | -8.6% | -4.3% | -15.0% |
| 6M | -4.7% | +1.1% | -5.8% | -3.3% |
| YTD | +42.3% | -27.7% | +70.0% | +33.6% |
| All | +46.6% | -23.7% | +70.3% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling