+129.7%
ASML vs MULL
+1,100.2%
-970.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.3% | -6.1% | +3.8% |
| 7D | -0.8% | -27.1% | +26.3% | +4.1% |
| 30D | -14.9% | -54.2% | +39.3% | -2.9% |
| 3M | -13.0% | -42.0% | +29.0% | -6.4% |
| 6M | -4.7% | -43.5% | +38.8% | -6.1% |
| YTD | +42.3% | +199.9% | -157.6% | -6.8% |
| 1Y | +49.7% | +292.8% | -243.1% | -9.6% |
| All | +129.7% | +1,100.2% | -970.5% | -9.0% |
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