+92.7%
ASML vs MTZ
+98.6%
-5.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | -0.3% |
| 7D | +2.5% | +12.9% | -10.3% | -2.9% |
| 30D | -12.2% | -8.5% | -3.7% | -9.5% |
| 3M | -14.6% | -30.6% | +16.0% | -0.7% |
| 6M | -1.7% | -55.1% | +53.4% | +37.1% |
| YTD | +44.3% | -13.0% | +57.3% | +47.9% |
| 1Y | +51.0% | -4.3% | +55.3% | +48.3% |
| 3Y | +137.6% | +284.0% | -146.5% | +22.1% |
| 5Y | +92.7% | +97.7% | -4.9% | +19.3% |
| All | +92.7% | +98.6% | -5.9% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling