+46.1%
ASML vs MULL
+444.9%
-398.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.8% | +10.2% | -1.1% |
| 7D | -10.0% | -35.9% | +25.9% | -2.8% |
| 30D | -19.4% | -47.3% | +27.9% | -10.5% |
| 3M | -12.5% | -30.6% | +18.1% | -8.4% |
| 6M | +8.2% | +13.7% | -5.5% | -4.1% |
| YTD | +40.7% | +272.1% | -231.4% | -3.7% |
| 1Y | +46.1% | +475.1% | -428.9% | -7.7% |
| All | +46.1% | +444.9% | -398.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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