-33.3%
LULU vs MGY
+10.4%
-43.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.1% |
| 7D | +1.8% | -10.3% | +12.1% | -0.6% |
| 30D | +19.4% | -1.8% | +21.2% | +19.0% |
| 3M | -9.5% | -0.1% | -9.4% | -8.6% |
| 6M | -14.2% | -22.8% | +8.6% | -18.0% |
| YTD | -46.2% | +9.5% | -55.7% | -50.4% |
| 1Y | -33.3% | +12.6% | -45.9% | -38.6% |
| All | -33.3% | +10.4% | -43.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling