+97,349.8%
ASML vs MKC
+1,744.2%
+95,605.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.5% |
| 7D | +1.1% | -5.9% | +7.0% | +3.0% |
| 30D | +2.2% | -0.9% | +3.1% | +2.3% |
| 3M | -2.3% | +12.7% | -15.0% | -7.1% |
| 6M | +23.0% | -19.3% | +42.3% | +29.9% |
| YTD | +61.1% | -22.2% | +83.2% | +71.0% |
| 1Y | +129.1% | -23.3% | +152.4% | +143.2% |
| 3Y | +165.4% | -30.0% | +195.4% | +183.6% |
| 5Y | +109.5% | -33.8% | +143.2% | +124.8% |
| 10Y | +1,645.7% | +24.4% | +1,621.3% | +1,307.2% |
| All | +97,349.8% | +1,744.2% | +95,605.6% | +37,675.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling