-7.5%
ASML vs MKC
+0.4%
-8.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.3% | +3.2% |
| 7D | -9.0% | +2.3% | -11.4% | -7.6% |
| 30D | -21.0% | +8.1% | -29.1% | -17.3% |
| 3M | -16.3% | -6.4% | -9.9% | -18.7% |
| 6M | -7.5% | +1.8% | -9.3% | -2.4% |
| All | -7.5% | +0.4% | -8.0% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling