+67.7%
ASML vs MUB
+3.2%
+64.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.4% | -9.8% | -10.0% |
| 7D | -19.0% | +0.9% | -20.0% | -20.2% |
| 30D | -25.9% | +3.8% | -29.7% | -30.3% |
| 3M | -19.1% | -0.7% | -18.4% | -17.8% |
| 6M | -5.7% | -0.8% | -5.0% | -4.0% |
| YTD | +27.6% | 0.0% | +27.6% | +28.7% |
| 1Y | +30.8% | +0.6% | +30.2% | +30.6% |
| 3Y | +116.2% | +11.4% | +104.9% | +74.7% |
| 5Y | +67.7% | +3.1% | +64.6% | +45.3% |
| All | +67.7% | +3.2% | +64.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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