+287.6%
MP vs LULU
-64.5%
+352.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +9.5% | -4.6% | +14.1% | +11.3% |
| 30D | -3.0% | +12.3% | -15.3% | -7.3% |
| 3M | -30.4% | -11.6% | -18.7% | -28.4% |
| 6M | -39.2% | -12.8% | -26.3% | -37.6% |
| YTD | -23.3% | -49.2% | +25.9% | -4.9% |
| 1Y | -32.6% | -37.7% | +5.1% | -23.5% |
| 3Y | +159.3% | -74.7% | +233.9% | +301.7% |
| 5Y | -16.4% | -76.7% | +60.2% | +23.8% |
| All | +287.6% | -64.5% | +352.1% | +401.6% |
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