-20.7%
MDLN vs LULU
-52.1%
+31.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.1% |
| 7D | -11.1% | -1.6% | -9.5% | -10.8% |
| 30D | -8.4% | -18.1% | +9.8% | -4.5% |
| 3M | -12.4% | -18.8% | +6.4% | -9.0% |
| 6M | -23.3% | -39.2% | +15.9% | -16.2% |
| YTD | -22.5% | -52.4% | +29.8% | -17.3% |
| All | -20.7% | -52.1% | +31.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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