+77,094.7%
ASML vs MTB
+2,835.4%
+74,259.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -8.4% |
| 7D | -19.0% | -1.9% | -17.1% | -18.3% |
| 30D | -25.9% | +0.5% | -26.4% | -26.1% |
| 3M | -19.1% | -12.2% | -6.9% | -14.5% |
| 6M | -5.7% | +3.4% | -9.1% | -7.6% |
| YTD | +27.6% | +11.3% | +16.3% | +21.0% |
| 1Y | +30.8% | +23.3% | +7.5% | +18.4% |
| 3Y | +116.2% | +96.8% | +19.5% | +55.4% |
| 5Y | +67.7% | +65.8% | +1.8% | +25.4% |
| 10Y | +1,355.3% | +140.0% | +1,215.3% | +699.6% |
| All | +77,094.7% | +2,835.4% | +74,259.3% | +14,660.4% |
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