+89.2%
MRVL vs ASML
+66.6%
+22.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.3% | -7.1% | -7.6% |
| 7D | -38.8% | -19.0% | -19.8% | -24.3% |
| 30D | -53.5% | -25.9% | -27.5% | -37.2% |
| 3M | -36.7% | -19.1% | -17.6% | -21.5% |
| 6M | -20.8% | -5.7% | -15.1% | -10.3% |
| YTD | +57.4% | +27.6% | +29.8% | +32.1% |
| 1Y | +44.0% | +30.8% | +13.2% | +18.2% |
| 3Y | +162.2% | +116.2% | +46.0% | +23.8% |
| 5Y | +89.2% | +67.7% | +21.5% | +8.7% |
| All | +89.2% | +66.6% | +22.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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