+45.2%
ASML vs MTZ
-6.5%
+51.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.4% |
| 7D | +10.4% | +16.5% | -6.1% | +2.6% |
| 30D | -12.7% | -10.2% | -2.5% | -9.2% |
| 3M | -17.2% | -34.2% | +17.0% | -0.1% |
| 6M | -1.3% | -56.0% | +54.7% | +46.3% |
| YTD | +40.8% | -14.8% | +55.6% | +29.9% |
| 1Y | +45.2% | -7.2% | +52.4% | +27.6% |
| All | +45.2% | -6.5% | +51.7% | +27.6% |
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