+175.1%
MPC vs LULU
-74.8%
+249.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | +3.2% | -16.9% | +20.2% | +4.6% |
| 30D | +25.0% | -22.0% | +47.0% | +27.2% |
| 3M | +55.2% | -17.8% | +73.0% | +57.0% |
| 6M | +86.4% | -41.3% | +127.7% | +94.8% |
| YTD | +148.5% | -52.0% | +200.5% | +166.4% |
| 1Y | +121.7% | -39.8% | +161.5% | +128.3% |
| All | +175.1% | -74.8% | +249.9% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling