+1,600.6%
ASML vs MTB
+114.2%
+1,486.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.5% | -2.0% | +4.5% | +3.3% |
| 30D | -12.2% | +0.1% | -12.4% | -12.2% |
| 3M | -14.6% | -12.1% | -2.5% | -11.1% |
| 6M | -1.7% | +7.3% | -9.0% | -4.3% |
| YTD | +44.3% | +11.5% | +32.8% | +38.9% |
| 1Y | +51.0% | +21.3% | +29.7% | +41.4% |
| 3Y | +137.6% | +104.1% | +33.5% | +86.6% |
| 5Y | +92.7% | +61.8% | +30.9% | +60.4% |
| All | +1,600.6% | +114.2% | +1,486.4% | +1,277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling