+30.8%
ASML vs MLM
-14.6%
+45.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.2% | -4.2% | -7.5% |
| 7D | -19.0% | -1.2% | -17.8% | -18.6% |
| 30D | -25.9% | +7.9% | -33.9% | -27.9% |
| 3M | -19.1% | -4.5% | -14.6% | -17.6% |
| 6M | -5.7% | -12.6% | +6.9% | -0.4% |
| YTD | +27.6% | -14.9% | +42.5% | +29.1% |
| 1Y | +30.8% | -13.1% | +43.8% | +32.0% |
| All | +30.8% | -14.6% | +45.3% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling