+97,349.8%
ASML vs MTB
+3,103.4%
+94,246.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.3% |
| 30D | +2.2% | -4.2% | +6.4% | +4.1% |
| 3M | -2.3% | +8.9% | -11.2% | -6.2% |
| 6M | +23.0% | +10.9% | +12.1% | +17.2% |
| YTD | +61.1% | +21.5% | +39.6% | +47.3% |
| 1Y | +129.1% | +21.9% | +107.2% | +108.4% |
| 3Y | +165.4% | +109.2% | +56.1% | +85.3% |
| 5Y | +109.5% | +102.0% | +7.5% | +42.4% |
| 10Y | +1,645.7% | +171.9% | +1,473.8% | +806.5% |
| All | +97,349.8% | +3,103.4% | +94,246.4% | +17,856.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling