+51.0%
ASML vs MKC
-24.7%
+75.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.9% |
| 7D | +2.5% | -7.0% | +9.6% | -0.1% |
| 30D | -12.2% | +4.1% | -16.3% | -10.8% |
| 3M | -14.6% | -10.3% | -4.3% | -17.1% |
| 6M | -1.7% | +1.7% | -3.4% | -0.6% |
| YTD | +44.3% | -29.1% | +73.4% | +35.0% |
| 1Y | +51.0% | -26.0% | +77.0% | +43.5% |
| All | +51.0% | -24.7% | +75.7% | +43.5% |
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 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