+67.7%
ASML vs MP
-13.9%
+81.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.3% | -8.0% |
| 7D | -19.0% | -19.0% | -0.1% | -15.0% |
| 30D | -25.9% | -30.5% | +4.5% | -19.7% |
| 3M | -19.1% | -29.6% | +10.5% | -12.9% |
| 6M | -5.7% | -50.4% | +44.7% | +8.7% |
| YTD | +27.6% | -33.2% | +60.8% | +35.8% |
| 1Y | +30.8% | -38.6% | +69.4% | +40.6% |
| 3Y | +116.2% | +105.5% | +10.7% | +42.8% |
| 5Y | +67.7% | -7.8% | +75.5% | +42.2% |
| All | +67.7% | -13.9% | +81.6% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling