+164.9%
ASML vs MKC
-29.9%
+194.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.0% |
| 7D | +1.1% | -5.9% | +7.0% | +0.2% |
| 30D | +2.2% | -0.9% | +3.1% | +2.1% |
| 3M | -2.3% | +12.7% | -15.0% | -0.9% |
| 6M | +23.0% | -19.3% | +42.3% | +22.4% |
| YTD | +61.1% | -22.2% | +83.2% | +60.4% |
| 1Y | +129.1% | -23.3% | +152.4% | +128.5% |
| All | +164.9% | -29.9% | +194.8% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling