+116.3%
ASML vs MULL
+968.6%
-852.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.1% | -4.1% | +3.2% |
| 7D | -9.0% | -42.7% | +33.7% | +0.1% |
| 30D | -21.0% | -63.8% | +42.8% | -5.7% |
| 3M | -16.3% | -49.0% | +32.7% | -7.6% |
| 6M | -7.5% | -38.2% | +30.6% | -11.1% |
| YTD | +34.0% | +167.0% | -133.0% | -10.2% |
| 1Y | +39.3% | +247.7% | -208.4% | -13.8% |
| All | +116.3% | +968.6% | -852.3% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling