+85,040.9%
ASML vs MLM
+4,238.6%
+80,802.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -5.9% | -4.6% |
| 7D | -10.0% | +9.1% | -19.1% | -13.6% |
| 30D | -19.4% | +14.6% | -34.1% | -24.4% |
| 3M | -12.5% | +0.3% | -12.8% | -13.0% |
| 6M | +8.2% | -7.5% | +15.7% | +10.3% |
| YTD | +40.7% | -10.2% | +50.9% | +45.3% |
| 1Y | +46.1% | -10.5% | +56.6% | +51.0% |
| 3Y | +138.5% | +27.8% | +110.7% | +109.0% |
| 5Y | +84.2% | +38.9% | +45.3% | +56.5% |
| 10Y | +1,505.1% | +211.4% | +1,293.7% | +791.6% |
| All | +85,040.9% | +4,238.6% | +80,802.3% | +12,657.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling