-9.1%
MDB vs LULU
-74.8%
+65.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.0% | +1.8% |
| 7D | -4.5% | -16.9% | +12.4% | +1.2% |
| 30D | -14.0% | -22.0% | +8.0% | -7.0% |
| 3M | +5.3% | -17.8% | +23.2% | +11.5% |
| 6M | +31.9% | -41.3% | +73.1% | +56.4% |
| YTD | -14.6% | -52.0% | +37.4% | +8.9% |
| 1Y | +8.2% | -39.8% | +48.1% | +27.1% |
| All | -9.1% | -74.8% | +65.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling