+140.3%
ASML vs MP
+117.4%
+23.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -2.8% |
| 7D | -10.0% | -12.5% | +2.5% | -8.1% |
| 30D | -19.4% | -23.3% | +3.9% | -16.2% |
| 3M | -12.5% | -24.4% | +11.9% | -9.0% |
| 6M | +8.2% | -45.8% | +54.0% | +17.4% |
| YTD | +40.7% | -28.9% | +69.6% | +46.2% |
| 1Y | +46.1% | -34.6% | +80.7% | +52.8% |
| All | +140.3% | +117.4% | +23.0% | +93.3% |
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