+67.7%
ASML vs MPC
+551.6%
-483.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.4% |
| 7D | -19.0% | -12.8% | -6.3% | -16.4% |
| 30D | -25.9% | -12.7% | -13.2% | -23.8% |
| 3M | -19.1% | +27.1% | -46.1% | -24.6% |
| 6M | -5.7% | +45.8% | -51.5% | -15.8% |
| YTD | +27.6% | +134.7% | -107.1% | -3.6% |
| 1Y | +30.8% | +106.0% | -75.3% | +3.0% |
| 3Y | +116.2% | +165.5% | -49.3% | +51.5% |
| 5Y | +67.7% | +540.9% | -473.2% | -16.7% |
| All | +67.7% | +551.6% | -483.9% | -16.7% |
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