+293.5%
ASML vs MP
+240.8%
+52.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.3% | -8.2% |
| 7D | -19.0% | -19.0% | -0.1% | -15.7% |
| 30D | -25.9% | -30.5% | +4.5% | -20.7% |
| 3M | -19.1% | -29.6% | +10.5% | -13.9% |
| 6M | -5.7% | -50.4% | +44.7% | +6.4% |
| YTD | +27.6% | -33.2% | +60.8% | +34.8% |
| 1Y | +30.8% | -38.6% | +69.4% | +39.4% |
| 3Y | +116.2% | +105.5% | +10.7% | +61.9% |
| 5Y | +67.7% | -7.8% | +75.5% | +46.8% |
| All | +293.5% | +240.8% | +52.7% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling