+75.5%
ASML vs MTB
+63.3%
+12.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.4% |
| 7D | -9.0% | -1.3% | -7.7% | -8.6% |
| 30D | -21.0% | +0.5% | -21.5% | -21.1% |
| 3M | -16.3% | -12.4% | -3.9% | -12.2% |
| 6M | -7.5% | +1.5% | -9.0% | -8.5% |
| YTD | +34.0% | +10.3% | +23.7% | +28.5% |
| 1Y | +39.3% | +22.2% | +17.1% | +28.6% |
| 3Y | +128.9% | +96.9% | +31.9% | +74.3% |
| All | +75.5% | +63.3% | +12.2% | +47.0% |
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 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