+1,670.8%
ASML vs MTZ
+697.0%
+973.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.4% |
| 7D | +1.1% | -1.6% | +2.7% | +1.7% |
| 30D | +2.2% | -11.1% | +13.3% | +6.6% |
| 3M | -2.3% | -36.7% | +34.4% | +14.3% |
| 6M | +23.0% | -21.9% | +44.9% | +33.0% |
| YTD | +61.1% | +9.1% | +51.9% | +54.1% |
| 1Y | +129.1% | +30.0% | +99.1% | +105.2% |
| 3Y | +165.4% | +138.5% | +26.9% | +85.9% |
| 5Y | +109.5% | +158.3% | -48.9% | +38.7% |
| All | +1,670.8% | +697.0% | +973.8% | +748.4% |
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