+105.9%
ASML vs MULL
+879.3%
-773.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -34.2% | +24.9% | -2.6% |
| 7D | -19.0% | -53.1% | +34.0% | -7.4% |
| 30D | -25.9% | -64.1% | +38.2% | -11.5% |
| 3M | -19.1% | -54.6% | +35.5% | -8.7% |
| 6M | -5.7% | -38.7% | +33.0% | -9.2% |
| YTD | +27.6% | +144.7% | -117.1% | -13.0% |
| 1Y | +30.8% | +220.3% | -189.5% | -17.7% |
| All | +105.9% | +879.3% | -773.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling