+1,120.5%
MPC vs LULU
+50.4%
+1,070.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.1% |
| 7D | +1.2% | -20.4% | +21.7% | +6.2% |
| 30D | +17.0% | -22.9% | +39.8% | +23.4% |
| 3M | +49.5% | -18.5% | +68.0% | +55.0% |
| 6M | +83.5% | -41.8% | +125.3% | +104.2% |
| YTD | +144.1% | -53.4% | +197.5% | +186.2% |
| 1Y | +119.6% | -40.9% | +160.5% | +139.8% |
| 3Y | +168.1% | -75.6% | +243.6% | +254.3% |
| 5Y | +671.3% | -77.2% | +748.6% | +900.3% |
| All | +1,120.5% | +50.4% | +1,070.2% | +985.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling