+31.8%
MCK vs LULU
-49.9%
+81.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.4% | +15.9% | -0.9% |
| 7D | +1.7% | -16.7% | +18.5% | +2.2% |
| 30D | +3.6% | -18.5% | +22.2% | +4.1% |
| 3M | +20.1% | -19.5% | +39.5% | +20.4% |
| 6M | -7.0% | -41.9% | +34.9% | -6.9% |
| YTD | +11.0% | -51.6% | +62.6% | +12.1% |
| 1Y | +31.8% | -51.2% | +83.0% | +34.1% |
| All | +31.8% | -49.9% | +81.8% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling