+129.1%
ASML vs MTZ
+30.9%
+98.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.2% |
| 7D | +1.1% | -1.6% | +2.7% | +1.9% |
| 30D | +2.2% | -11.1% | +13.3% | +7.8% |
| 3M | -2.3% | -36.7% | +34.4% | +20.4% |
| 6M | +23.0% | -21.9% | +44.9% | +33.3% |
| YTD | +61.1% | +9.1% | +51.9% | +46.8% |
| 1Y | +129.1% | +30.0% | +99.1% | +108.0% |
| All | +129.1% | +30.9% | +98.2% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling