+618.6%
LULU vs MLM
+367.3%
+251.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.1% | -18.5% | -18.0% |
| 7D | -16.7% | -2.9% | -13.8% | -15.6% |
| 30D | -18.5% | -6.8% | -11.7% | -15.6% |
| 3M | -19.5% | -11.2% | -8.2% | -14.9% |
| 6M | -41.9% | -21.8% | -20.1% | -34.6% |
| YTD | -51.6% | -17.0% | -34.6% | -47.4% |
| 1Y | -51.2% | -16.4% | -34.8% | -47.3% |
| 3Y | -75.1% | +14.5% | -89.6% | -77.7% |
| 5Y | -74.1% | +41.7% | -115.8% | -79.5% |
| 10Y | +46.7% | +200.0% | -153.3% | -32.6% |
| All | +618.6% | +367.3% | +251.4% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling