+67.7%
ASML vs MTB
+65.0%
+2.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -8.5% |
| 7D | -19.0% | -1.9% | -17.1% | -18.4% |
| 30D | -25.9% | +0.5% | -26.4% | -26.1% |
| 3M | -19.1% | -12.2% | -6.9% | -15.2% |
| 6M | -5.7% | +3.4% | -9.1% | -7.3% |
| YTD | +27.6% | +11.3% | +16.3% | +22.0% |
| 1Y | +30.8% | +23.3% | +7.5% | +20.4% |
| 3Y | +116.2% | +96.8% | +19.5% | +64.8% |
| 5Y | +67.7% | +65.8% | +1.8% | +39.9% |
| All | +67.7% | +65.0% | +2.6% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling