+601.4%
MCHP vs LULU
+691.8%
-90.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.1% |
| 7D | 0.0% | -1.6% | +1.7% | +0.5% |
| 30D | -6.0% | -18.1% | +12.1% | -1.6% |
| 3M | -19.7% | -18.8% | -0.9% | -16.3% |
| 6M | +14.0% | -39.2% | +53.2% | +27.7% |
| YTD | +18.4% | -52.4% | +70.8% | +41.3% |
| 1Y | +17.1% | -40.3% | +57.4% | +30.5% |
| 3Y | +0.7% | -75.1% | +75.8% | +39.0% |
| 5Y | +5.1% | -76.7% | +81.8% | +45.5% |
| 10Y | +206.3% | +52.7% | +153.6% | +175.5% |
| All | +601.4% | +691.8% | -90.4% | +249.1% |
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