+108.6%
ASML vs MPC
+645.9%
-537.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +5.4% | -4.3% | -0.3% |
| 30D | +2.2% | +31.0% | -28.8% | -4.7% |
| 3M | -2.3% | +46.0% | -48.3% | -11.7% |
| 6M | +23.0% | +77.3% | -54.3% | +3.9% |
| YTD | +61.1% | +141.9% | -80.8% | +22.1% |
| 1Y | +129.1% | +120.9% | +8.2% | +78.6% |
| 3Y | +165.4% | +182.7% | -17.3% | +84.3% |
| All | +108.6% | +645.9% | -537.3% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling