+1,395.4%
ASML vs MXL
+154.6%
+1,240.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.0% | -6.0% | +1.8% |
| 7D | -9.0% | -27.1% | +18.1% | -1.1% |
| 30D | -21.0% | -54.2% | +33.2% | -2.8% |
| 3M | -16.3% | -29.9% | +13.6% | -10.6% |
| 6M | -7.5% | -39.5% | +31.9% | -1.9% |
| YTD | +34.0% | +182.2% | -148.2% | -22.4% |
| 1Y | +39.3% | +231.8% | -192.6% | -24.1% |
| 3Y | +128.9% | +195.9% | -67.1% | +7.1% |
| 5Y | +76.1% | -27.3% | +103.3% | +33.0% |
| All | +1,395.4% | +154.6% | +1,240.8% | +501.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling