+862.2%
MCD vs LULU
+745.2%
+117.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -1.6% | -4.6% | +3.0% | -1.0% |
| 30D | +14.1% | +12.3% | +1.8% | +12.4% |
| 3M | +0.6% | -11.6% | +12.2% | +1.9% |
| 6M | 0.0% | -12.8% | +12.9% | +1.2% |
| YTD | -9.3% | -49.2% | +39.9% | -2.1% |
| 1Y | -9.3% | -37.7% | +28.4% | -4.7% |
| 3Y | +8.6% | -74.7% | +83.3% | +25.2% |
| 5Y | +21.9% | -76.7% | +98.6% | +39.2% |
| 10Y | +202.8% | +82.7% | +120.1% | +162.4% |
| All | +862.2% | +745.2% | +117.0% | +499.6% |
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