+1,644.6%
ASML vs MLM
+199.9%
+1,444.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.6% |
| 7D | +1.1% | -2.9% | +4.0% | +2.5% |
| 30D | +2.2% | -6.8% | +9.0% | +5.5% |
| 3M | -2.3% | -11.2% | +8.9% | +2.1% |
| 6M | +23.0% | -21.8% | +44.8% | +37.0% |
| YTD | +61.1% | -17.0% | +78.0% | +73.6% |
| 1Y | +129.1% | -16.4% | +145.5% | +145.4% |
| 3Y | +165.4% | +14.5% | +150.9% | +142.1% |
| 5Y | +109.5% | +41.7% | +67.7% | +73.2% |
| All | +1,644.6% | +199.9% | +1,444.7% | +916.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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