+804.6%
MCD vs LULU
+704.9%
+99.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.4% | +15.9% | +0.7% |
| 7D | -2.8% | -16.7% | +13.9% | -0.7% |
| 30D | -6.0% | -18.5% | +12.5% | -3.8% |
| 3M | -5.6% | -19.5% | +13.9% | -3.3% |
| 6M | -21.9% | -41.9% | +20.1% | -16.8% |
| YTD | -14.7% | -51.6% | +36.9% | -7.3% |
| 1Y | -17.3% | -51.2% | +33.9% | -10.6% |
| 3Y | -2.2% | -75.1% | +73.0% | +13.0% |
| 5Y | +20.3% | -74.1% | +94.4% | +35.2% |
| 10Y | +180.7% | +46.7% | +134.0% | +149.7% |
| All | +804.6% | +704.9% | +99.8% | +467.8% |
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