-34.6%
MP vs LULU
-31.7%
-2.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.8% | -9.9% | -5.8% |
| 7D | -12.5% | +6.5% | -19.0% | -13.4% |
| 30D | -23.3% | +20.3% | -43.6% | -25.7% |
| 3M | -24.4% | -8.9% | -15.4% | -24.0% |
| 6M | -45.8% | -13.1% | -32.6% | -44.6% |
| YTD | -28.9% | -46.1% | +17.2% | -25.3% |
| 1Y | -34.6% | -30.3% | -4.3% | -44.7% |
| All | -34.6% | -31.7% | -2.9% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling