-40.3%
LULU vs MLM
-17.1%
-23.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -18.1% | -6.1% | -12.0% | -16.2% |
| 3M | -18.8% | -9.7% | -9.1% | -16.2% |
| 6M | -39.2% | -14.4% | -24.8% | -36.2% |
| YTD | -52.4% | -17.7% | -34.6% | -48.9% |
| 1Y | -40.3% | -18.7% | -21.6% | -36.4% |
| All | -40.3% | -17.1% | -23.2% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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