+1,395.4%
ASML vs MTZ
+479.4%
+916.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.5% | -4.5% | +1.5% |
| 7D | -9.0% | -6.4% | -2.6% | -7.2% |
| 30D | -21.0% | -22.1% | +1.1% | -13.9% |
| 3M | -16.3% | -32.7% | +16.4% | -4.1% |
| 6M | -7.5% | -59.8% | +52.3% | +26.7% |
| YTD | +34.0% | -19.9% | +53.9% | +42.4% |
| 1Y | +39.3% | -11.5% | +50.8% | +42.8% |
| 3Y | +128.9% | +258.1% | -129.2% | +42.0% |
| 5Y | +76.1% | +85.5% | -9.4% | +30.4% |
| All | +1,395.4% | +479.4% | +916.0% | +727.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling