+140.3%
ASML vs MLM
+27.5%
+112.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -5.9% | -4.7% |
| 7D | -10.0% | +9.1% | -19.1% | -13.7% |
| 30D | -19.4% | +14.6% | -34.1% | -24.7% |
| 3M | -12.5% | +0.3% | -12.8% | -12.9% |
| 6M | +8.2% | -7.5% | +15.7% | +11.1% |
| YTD | +40.7% | -10.2% | +50.9% | +45.8% |
| 1Y | +46.1% | -10.5% | +56.6% | +51.5% |
| All | +140.3% | +27.5% | +112.8% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling