+116.7%
MPC vs LULU
-38.0%
+154.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.6% |
| 7D | +11.2% | -4.6% | +15.9% | +10.5% |
| 30D | -14.5% | +12.3% | -26.8% | -13.1% |
| 3M | +16.7% | -11.6% | +28.3% | +15.8% |
| 6M | +67.6% | -12.8% | +80.4% | +66.4% |
| YTD | +157.9% | -49.2% | +207.1% | +144.2% |
| 1Y | +116.7% | -37.7% | +154.4% | +100.5% |
| All | +116.7% | -38.0% | +154.7% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling