+82.7%
ASML vs MXL
-19.3%
+102.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.3% |
| 7D | +4.9% | +13.4% | -8.5% | +1.3% |
| 30D | -9.3% | -29.2% | +20.0% | -2.3% |
| 3M | -19.0% | -27.2% | +8.2% | -14.9% |
| 6M | -5.2% | -36.4% | +31.2% | -0.7% |
| YTD | +40.6% | +220.0% | -179.4% | -16.0% |
| 1Y | +47.5% | +304.8% | -257.3% | -18.7% |
| 3Y | +133.9% | +238.5% | -104.6% | +11.6% |
| All | +82.7% | -19.3% | +102.0% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling