+84.2%
ASML vs MPC
+581.2%
-497.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.1% | +4.5% | -1.7% |
| 7D | -10.0% | -10.9% | +0.9% | -7.6% |
| 30D | -19.4% | -9.4% | -10.0% | -17.9% |
| 3M | -12.5% | +26.0% | -38.4% | -18.3% |
| 6M | +8.2% | +56.5% | -48.3% | -5.2% |
| YTD | +40.7% | +144.3% | -103.5% | +5.3% |
| 1Y | +46.1% | +117.2% | -71.1% | +13.5% |
| 3Y | +138.5% | +176.3% | -37.8% | +65.6% |
| 5Y | +84.2% | +590.5% | -506.3% | -8.9% |
| All | +84.2% | +581.2% | -497.0% | -8.9% |
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