+37.0%
MDT vs LULU
+53.6%
-16.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -3.4% | -1.6% | -1.8% | -3.2% |
| 30D | +0.2% | -18.1% | +18.3% | +2.8% |
| 3M | +14.3% | -18.8% | +33.0% | +17.2% |
| 6M | +4.0% | -39.2% | +43.2% | +10.8% |
| YTD | -3.7% | -52.4% | +48.7% | +6.1% |
| 1Y | -0.4% | -40.3% | +39.9% | +5.7% |
| 3Y | +23.3% | -75.1% | +98.4% | +45.2% |
| 5Y | -18.9% | -76.7% | +57.9% | -5.7% |
| All | +37.0% | +53.6% | -16.6% | +34.9% |
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 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