+1,553.7%
ASML vs MTZ
+440.6%
+1,113.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +4.0% | +1.3% |
| 7D | -2.9% | -8.7% | +5.9% | +0.1% |
| 30D | -15.2% | -15.0% | -0.2% | -10.5% |
| 3M | -12.9% | -32.6% | +19.7% | -0.1% |
| 6M | -5.0% | -56.3% | +51.3% | +26.5% |
| YTD | +41.8% | -16.8% | +58.6% | +48.6% |
| 1Y | +46.0% | -10.0% | +56.1% | +48.7% |
| 3Y | +133.5% | +267.1% | -133.6% | +42.3% |
| 5Y | +93.0% | +89.9% | +3.1% | +40.9% |
| All | +1,553.7% | +440.6% | +1,113.0% | +761.4% |
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