+191.2%
MPC vs LULU
-73.8%
+265.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.1% | +3.6% |
| 7D | +2.6% | -4.1% | +6.7% | +2.8% |
| 30D | -12.2% | +13.5% | -25.7% | -13.1% |
| 3M | +20.1% | -14.5% | +34.5% | +21.2% |
| 6M | +60.6% | -15.0% | +75.6% | +62.0% |
| YTD | +150.6% | -48.3% | +198.9% | +167.1% |
| 1Y | +104.7% | -36.7% | +141.4% | +110.7% |
| All | +191.2% | -73.8% | +265.0% | +209.3% |
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