-69.2%
LULU vs MULL
+2,337.2%
-2,406.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.2% |
| 7D | -1.6% | -8.4% | +6.8% | -1.4% |
| 30D | -18.1% | +9.7% | -27.8% | -18.7% |
| 3M | -18.8% | -26.8% | +8.0% | -19.9% |
| 6M | -39.2% | +220.7% | -259.9% | -47.3% |
| YTD | -52.4% | +509.0% | -561.4% | -61.4% |
| 1Y | -40.3% | +1,739.5% | -1,779.8% | -57.6% |
| All | -69.2% | +2,337.2% | -2,406.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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