+46.6%
ASML vs MXL
+265.9%
-219.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +13.7% | -7.5% | +3.7% |
| 7D | -0.8% | -8.8% | +8.0% | +0.4% |
| 30D | -14.9% | -41.9% | +27.0% | -7.4% |
| 3M | -13.0% | -25.4% | +12.5% | -10.0% |
| 6M | -4.7% | -44.0% | +39.3% | +0.7% |
| YTD | +42.3% | +220.8% | -178.5% | +0.6% |
| All | +46.6% | +265.9% | -219.3% | -1.0% |
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 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