+1,010.1%
MDB vs LULU
+72.9%
+937.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.0% | -5.0% |
| 7D | -18.0% | -12.6% | -5.5% | -12.5% |
| 30D | -10.7% | -19.7% | +9.0% | -0.1% |
| 3M | +1.0% | -12.2% | +13.2% | +6.3% |
| 6M | +31.6% | -39.3% | +71.0% | +70.7% |
| YTD | -15.2% | -50.3% | +35.2% | +24.8% |
| 1Y | +10.1% | -38.6% | +48.7% | +39.6% |
| 3Y | -5.6% | -74.0% | +68.3% | +83.5% |
| 5Y | -24.5% | -72.9% | +48.4% | +44.3% |
| All | +1,010.1% | +72.9% | +937.1% | +1,003.7% |
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