+93.0%
ASML vs MKC
-35.1%
+128.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.4% |
| 7D | -2.9% | -2.4% | -0.4% | -2.9% |
| 30D | -15.2% | +5.4% | -20.6% | -15.3% |
| 3M | -12.9% | -11.1% | -1.8% | -12.7% |
| 6M | -5.0% | -1.4% | -3.6% | -5.5% |
| YTD | +41.8% | -29.4% | +71.2% | +45.5% |
| 1Y | +46.0% | -24.7% | +70.8% | +48.4% |
| 3Y | +133.5% | -21.8% | +155.3% | +128.1% |
| 5Y | +93.0% | -36.0% | +129.0% | +138.8% |
| All | +93.0% | -35.1% | +128.1% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling