+109.1%
ASML vs MUU
+2,723.9%
-2,614.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.6% | -7.4% | +1.9% |
| 7D | +1.1% | +17.4% | -16.3% | -2.1% |
| 30D | +2.2% | +24.0% | -21.8% | -2.6% |
| 3M | -2.3% | -23.9% | +21.6% | -4.2% |
| 6M | +23.0% | +284.4% | -261.5% | -18.3% |
| YTD | +61.1% | +583.7% | -522.7% | -7.6% |
| 1Y | +129.1% | +2,981.5% | -2,852.4% | -9.6% |
| All | +109.1% | +2,723.9% | -2,614.8% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 all: compounded portfolio wealth divided by compounded MUU 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…
all analysis · Full analysis span regression · 6 months rolling