+107.6%
MDLZ vs LULU
+82.0%
+25.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.3% |
| 7D | +2.3% | -4.6% | +6.9% | +2.9% |
| 30D | +7.9% | +12.3% | -4.3% | +6.4% |
| 3M | +7.3% | -11.6% | +18.9% | +8.4% |
| 6M | +11.7% | -12.8% | +24.5% | +12.8% |
| YTD | +28.7% | -49.2% | +77.9% | +38.3% |
| 1Y | +22.8% | -37.7% | +60.5% | +28.2% |
| 3Y | +6.6% | -74.7% | +81.3% | +22.7% |
| 5Y | +23.2% | -76.7% | +99.8% | +40.5% |
| All | +107.6% | +82.0% | +25.6% | +86.1% |
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 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