+164.9%
ASML vs MP
+154.2%
+10.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.0% |
| 7D | +1.1% | -2.9% | +4.0% | +1.6% |
| 30D | +2.2% | +13.8% | -11.6% | 0.0% |
| 3M | -2.3% | -16.7% | +14.4% | -0.2% |
| 6M | +23.0% | -11.5% | +34.5% | +23.7% |
| YTD | +61.1% | +7.9% | +53.1% | +57.3% |
| 1Y | +129.1% | -15.0% | +144.1% | +127.3% |
| All | +164.9% | +154.2% | +10.7% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling