+158.5%
MP vs LULU
-74.3%
+232.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.0% | +1.0% |
| 7D | +3.0% | -12.6% | +15.6% | +5.6% |
| 30D | +8.3% | -19.7% | +28.1% | +13.2% |
| 3M | -3.8% | -12.2% | +8.4% | -2.1% |
| 6M | -4.9% | -39.3% | +34.4% | +6.1% |
| YTD | +9.6% | -50.3% | +59.9% | +27.6% |
| 1Y | -11.7% | -38.6% | +26.9% | -4.0% |
| 3Y | +158.5% | -74.0% | +232.5% | +223.4% |
| All | +158.5% | -74.3% | +232.8% | +223.4% |
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