-42.9%
MP vs LULU
-17.3%
-25.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.7% | +2.2% |
| 7D | +11.0% | -6.5% | +17.5% | +11.8% |
| 30D | -11.7% | +10.7% | -22.5% | -12.8% |
| 3M | -30.8% | -13.6% | -17.2% | -31.1% |
| 6M | -42.9% | -16.5% | -26.4% | -40.5% |
| All | -42.9% | -17.3% | -25.6% | -40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling