+144.0%
MP vs LULU
-72.9%
+217.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.0% |
| 7D | -3.6% | +3.2% | -6.8% | -4.3% |
| 30D | -21.0% | +16.8% | -37.8% | -23.7% |
| 3M | -33.3% | -13.6% | -19.7% | -31.8% |
| 6M | -45.9% | -15.9% | -30.1% | -44.5% |
| YTD | -27.8% | -46.9% | +19.1% | -18.4% |
| 1Y | -43.2% | -35.2% | -8.0% | -39.1% |
| 3Y | +144.0% | -73.3% | +217.4% | +190.2% |
| All | +144.0% | -72.9% | +217.0% | +190.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling