+175.6%
ASML vs MTCH
-2.6%
+178.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +2.2% | +9.7% | -7.5% | +0.1% |
| 3M | -2.3% | +21.1% | -23.4% | -6.8% |
| 6M | +23.0% | +37.5% | -14.5% | +13.9% |
| YTD | +61.1% | +31.9% | +29.1% | +50.2% |
| 1Y | +129.1% | +14.6% | +114.6% | +120.2% |
| All | +175.6% | -2.6% | +178.3% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling