+4,403.3%
ASML vs MPC
+3,007.0%
+1,396.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.1% | +4.5% | -1.4% |
| 7D | -10.0% | -10.9% | +0.9% | -7.2% |
| 30D | -19.4% | -9.4% | -10.0% | -17.6% |
| 3M | -12.5% | +26.0% | -38.4% | -18.7% |
| 6M | +8.2% | +56.5% | -48.3% | -6.1% |
| YTD | +40.7% | +144.3% | -103.5% | +5.8% |
| 1Y | +46.1% | +117.2% | -71.1% | +13.6% |
| 3Y | +138.5% | +176.3% | -37.8% | +69.3% |
| 5Y | +84.2% | +590.5% | -506.3% | -1.8% |
| 10Y | +1,505.1% | +1,183.8% | +321.3% | +555.4% |
| All | +4,403.3% | +3,007.0% | +1,396.3% | +1,092.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling