+160.0%
ASML vs MULL
+2,561.4%
-2,401.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.8% | -7.6% | +1.9% |
| 7D | +1.1% | +17.3% | -16.2% | -2.1% |
| 30D | +2.2% | +23.5% | -21.3% | -2.6% |
| 3M | -2.3% | -24.0% | +21.7% | -4.3% |
| 6M | +23.0% | +276.7% | -253.8% | -18.1% |
| YTD | +61.1% | +565.1% | -504.0% | -7.2% |
| 1Y | +129.1% | +2,802.6% | -2,673.5% | -8.6% |
| All | +160.0% | +2,561.4% | -2,401.4% | -9.3% |
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 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