+129.1%
ASML vs MXL
+316.6%
-187.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.4% | +3.2% |
| 7D | +1.1% | +1.6% | -0.5% | +0.8% |
| 30D | +2.2% | -7.0% | +9.2% | +3.0% |
| 3M | -2.3% | -33.4% | +31.1% | +2.1% |
| 6M | +23.0% | +260.2% | -237.2% | -14.0% |
| YTD | +61.1% | +260.0% | -198.9% | +11.5% |
| 1Y | +129.1% | +303.5% | -174.4% | +49.8% |
| All | +129.1% | +316.6% | -187.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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