-18.2%
MDT vs LULU
-76.9%
+58.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -3.4% | -1.6% | -1.8% | -3.3% |
| 30D | +0.2% | -18.1% | +18.3% | +2.0% |
| 3M | +14.3% | -18.8% | +33.0% | +16.3% |
| 6M | +4.0% | -39.2% | +43.2% | +8.6% |
| YTD | -3.7% | -52.4% | +48.7% | +3.0% |
| 1Y | -0.4% | -40.3% | +39.9% | +3.7% |
| 3Y | +23.3% | -75.1% | +98.4% | +37.8% |
| All | -18.2% | -76.9% | +58.7% | -9.5% |
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