-23.5%
MDB vs LULU
-77.2%
+53.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.2% | +6.0% |
| 7D | -2.8% | -20.4% | +17.7% | +10.2% |
| 30D | -14.9% | -22.9% | +8.0% | -2.2% |
| 3M | +7.3% | -18.5% | +25.9% | +18.4% |
| 6M | +38.2% | -41.8% | +80.0% | +85.4% |
| YTD | -10.9% | -53.4% | +42.5% | +38.6% |
| 1Y | +11.6% | -40.9% | +52.5% | +45.6% |
| 3Y | -0.9% | -75.6% | +74.7% | +108.5% |
| 5Y | -23.5% | -77.2% | +53.7% | +83.2% |
| All | -23.5% | -77.2% | +53.6% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling