+1,029.4%
MDB vs LULU
+65.9%
+963.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -4.4% |
| 7D | -1.8% | -1.6% | -0.1% | -1.1% |
| 30D | -17.3% | -18.1% | +0.8% | -8.7% |
| 3M | +2.2% | -18.8% | +21.0% | +12.6% |
| 6M | +33.9% | -39.2% | +73.1% | +72.8% |
| YTD | -13.7% | -52.4% | +38.7% | +29.8% |
| 1Y | +9.1% | -40.3% | +49.4% | +40.2% |
| 3Y | -8.1% | -75.1% | +67.0% | +83.1% |
| 5Y | -25.9% | -76.7% | +50.8% | +54.8% |
| All | +1,029.4% | +65.9% | +963.6% | +1,048.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling