+654.6%
LULU vs MLM
+366.2%
+288.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.5% |
| 7D | -4.6% | -0.9% | -3.8% | -4.2% |
| 30D | +12.3% | +9.0% | +3.3% | +7.3% |
| 3M | -11.6% | -5.6% | -6.1% | -9.1% |
| 6M | -12.8% | -10.7% | -2.2% | -8.4% |
| YTD | -49.2% | -17.2% | -32.0% | -44.7% |
| 1Y | -37.7% | -14.2% | -23.5% | -33.5% |
| 3Y | -74.7% | +15.6% | -90.3% | -77.3% |
| 5Y | -76.7% | +26.2% | -102.9% | -80.3% |
| 10Y | +82.7% | +140.6% | -57.9% | -3.3% |
| All | +654.6% | +366.2% | +288.4% | +101.3% |
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