+75.5%
ASML vs MTZ
+80.0%
-4.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.5% | -4.5% | +0.7% |
| 7D | -9.0% | -6.4% | -2.6% | -6.9% |
| 30D | -21.0% | -22.1% | +1.1% | -12.3% |
| 3M | -16.3% | -32.7% | +16.4% | -1.3% |
| 6M | -7.5% | -59.8% | +52.3% | +35.8% |
| YTD | +34.0% | -19.9% | +53.9% | +42.7% |
| 1Y | +39.3% | -11.5% | +50.8% | +41.8% |
| 3Y | +128.9% | +258.1% | -129.2% | +21.5% |
| All | +75.5% | +80.0% | -4.5% | +14.3% |
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