+445.3%
MP vs LULU
-66.2%
+511.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -17.4% | +18.8% | +7.5% |
| 7D | -2.9% | -16.7% | +13.9% | +2.7% |
| 30D | +13.8% | -18.5% | +32.4% | +21.0% |
| 3M | -16.7% | -19.5% | +2.8% | -11.6% |
| 6M | -11.5% | -41.9% | +30.4% | +5.6% |
| YTD | +7.9% | -51.6% | +59.5% | +36.6% |
| 1Y | -15.0% | -51.2% | +36.1% | +4.9% |
| 3Y | +153.5% | -75.1% | +228.6% | +294.8% |
| 5Y | +58.7% | -74.1% | +132.7% | +130.0% |
| All | +445.3% | -66.2% | +511.5% | +620.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling