+108.6%
ASML vs MTB
+101.8%
+6.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | +2.2% | -4.2% | +6.4% | +3.7% |
| 3M | -2.3% | +8.9% | -11.2% | -5.4% |
| 6M | +23.0% | +10.9% | +12.1% | +18.3% |
| YTD | +61.1% | +21.5% | +39.6% | +50.1% |
| 1Y | +129.1% | +21.9% | +107.2% | +112.8% |
| 3Y | +165.4% | +109.2% | +56.1% | +103.1% |
| All | +108.6% | +101.8% | +6.7% | +79.2% |
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