+1,557.1%
ASML vs MTZ
+420.7%
+1,136.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | +4.9% | +5.0% | 0.0% | +3.0% |
| 30D | -9.3% | -6.0% | -3.3% | -7.8% |
| 3M | -19.0% | -36.1% | +17.1% | -5.2% |
| 6M | -5.2% | -56.9% | +51.7% | +26.9% |
| YTD | +40.6% | -15.9% | +56.5% | +46.7% |
| 1Y | +47.5% | -3.8% | +51.3% | +46.6% |
| 3Y | +133.9% | +272.3% | -138.4% | +41.6% |
| 5Y | +83.8% | +91.1% | -7.3% | +33.6% |
| All | +1,557.1% | +420.7% | +1,136.4% | +756.2% |
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