+1,395.4%
ASML vs MPC
+1,096.9%
+298.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.4% |
| 7D | -9.0% | -16.2% | +7.2% | -4.3% |
| 30D | -21.0% | -15.7% | -5.2% | -17.4% |
| 3M | -16.3% | +24.9% | -41.2% | -22.2% |
| 6M | -7.5% | +52.7% | -60.2% | -19.5% |
| YTD | +34.0% | +131.9% | -97.9% | +0.9% |
| 1Y | +39.3% | +96.6% | -57.4% | +10.3% |
| 3Y | +128.9% | +163.8% | -34.9% | +61.5% |
| 5Y | +76.1% | +533.1% | -457.0% | -7.6% |
| All | +1,395.4% | +1,096.9% | +298.5% | +572.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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