+30.8%
ASML vs MPC
+107.6%
-76.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -9.7% |
| 7D | -19.0% | -12.8% | -6.3% | -20.4% |
| 30D | -25.9% | -12.7% | -13.2% | -27.1% |
| 3M | -19.1% | +27.1% | -46.1% | -15.2% |
| 6M | -5.7% | +45.8% | -51.5% | +2.6% |
| YTD | +27.6% | +134.7% | -107.1% | +39.8% |
| 1Y | +30.8% | +106.0% | -75.3% | +44.2% |
| All | +30.8% | +107.6% | -76.8% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling