+68.9%
MP vs LULU
-73.2%
+142.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.0% | +0.6% |
| 7D | +3.0% | -12.6% | +15.6% | +7.1% |
| 30D | +8.3% | -19.7% | +28.1% | +15.9% |
| 3M | -3.8% | -12.2% | +8.4% | -1.3% |
| 6M | -4.9% | -39.3% | +34.4% | +12.2% |
| YTD | +9.6% | -50.3% | +59.9% | +38.3% |
| 1Y | -11.7% | -38.6% | +26.9% | +0.6% |
| 3Y | +158.5% | -74.0% | +232.5% | +301.7% |
| 5Y | +68.9% | -72.9% | +141.8% | +141.7% |
| All | +68.9% | -73.2% | +142.1% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling