+10,000.0%
ASML vs MKTX
+1,467.1%
+8,532.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | -21.0% | +0.9% | -21.8% | -21.1% |
| 3M | -16.3% | +2.3% | -18.6% | -16.8% |
| 6M | -7.5% | +12.4% | -19.9% | -11.5% |
| YTD | +34.0% | -7.3% | +41.3% | +33.9% |
| 1Y | +39.3% | +1.8% | +37.4% | +35.4% |
| 3Y | +128.9% | -21.2% | +150.0% | +128.7% |
| 5Y | +76.1% | -54.6% | +130.6% | +102.2% |
| 10Y | +1,428.4% | +21.5% | +1,406.9% | +1,198.3% |
| All | +10,000.0% | +1,467.1% | +8,532.9% | +3,519.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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