+1,670.8%
ASML vs MXL
+217.5%
+1,453.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.4% | +2.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | +2.2% | -7.0% | +9.2% | +3.3% |
| 3M | -2.3% | -33.4% | +31.1% | +4.9% |
| 6M | +23.0% | +260.2% | -237.2% | -31.4% |
| YTD | +61.1% | +260.0% | -198.9% | -10.7% |
| 1Y | +129.1% | +303.5% | -174.4% | +20.4% |
| 3Y | +165.4% | +160.4% | +4.9% | +35.7% |
| 5Y | +109.5% | +14.7% | +94.8% | +38.8% |
| All | +1,670.8% | +217.5% | +1,453.3% | +584.0% |
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