+5,875.1%
ASML vs MUB
+76.3%
+5,798.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.8% |
| 30D | +2.2% | -1.4% | +3.6% | +3.3% |
| 3M | -2.3% | -2.2% | -0.1% | -0.7% |
| 6M | +23.0% | -1.9% | +24.9% | +24.9% |
| YTD | +61.1% | -0.8% | +61.8% | +62.3% |
| 1Y | +129.1% | +2.7% | +126.4% | +125.4% |
| 3Y | +165.4% | +8.6% | +156.8% | +150.8% |
| 5Y | +109.5% | +2.0% | +107.4% | +104.9% |
| 10Y | +1,645.7% | +17.9% | +1,627.8% | +1,550.6% |
| All | +5,875.1% | +76.3% | +5,798.8% | +5,036.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling