+17.6%
MCD vs LULU
-76.9%
+94.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -1.2% | -1.6% | +0.4% | -1.1% |
| 30D | -7.8% | -18.1% | +10.4% | -6.0% |
| 3M | -10.7% | -18.8% | +8.1% | -9.1% |
| 6M | -21.3% | -39.2% | +17.9% | -17.7% |
| YTD | -15.8% | -52.4% | +36.6% | -9.8% |
| 1Y | -16.0% | -40.3% | +24.3% | -12.4% |
| 3Y | -3.0% | -75.1% | +72.1% | +9.3% |
| All | +17.6% | -76.9% | +94.5% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling