+45.2%
ASML vs MULL
+337.5%
-292.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.8% |
| 7D | +10.4% | +43.3% | -32.9% | +2.6% |
| 30D | -12.7% | -37.4% | +24.7% | -7.1% |
| 3M | -17.2% | -36.8% | +19.7% | -13.0% |
| 6M | -1.3% | -36.9% | +35.5% | -3.7% |
| YTD | +40.8% | +250.7% | -209.9% | -5.0% |
| 1Y | +45.2% | +337.6% | -292.4% | -6.7% |
| All | +45.2% | +337.5% | -292.3% | -6.7% |
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