+2,424.0%
MNST vs LULU
+725.5%
+1,698.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.0% |
| 7D | -4.1% | -12.6% | +8.5% | -1.9% |
| 30D | -4.5% | -19.7% | +15.3% | -0.8% |
| 3M | -2.5% | -12.2% | +9.8% | -0.7% |
| 6M | +14.1% | -39.3% | +53.5% | +24.1% |
| YTD | +12.6% | -50.3% | +62.9% | +26.9% |
| 1Y | +36.9% | -38.6% | +75.6% | +47.3% |
| 3Y | +53.1% | -74.0% | +127.1% | +88.2% |
| 5Y | +78.2% | -72.9% | +151.1% | +110.9% |
| 10Y | +240.4% | +56.2% | +184.2% | +168.0% |
| All | +2,424.0% | +725.5% | +1,698.5% | +1,019.0% |
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