+679.9%
MPC vs LULU
-77.0%
+756.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.8% |
| 7D | +3.2% | -16.9% | +20.2% | +5.4% |
| 30D | +25.0% | -22.0% | +47.0% | +28.5% |
| 3M | +55.2% | -17.8% | +73.0% | +58.1% |
| 6M | +86.4% | -41.3% | +127.7% | +98.2% |
| YTD | +148.5% | -52.0% | +200.5% | +172.4% |
| 1Y | +121.7% | -39.8% | +161.5% | +132.4% |
| 3Y | +172.9% | -74.8% | +247.7% | +222.9% |
| 5Y | +679.9% | -76.3% | +756.2% | +807.2% |
| All | +679.9% | -77.0% | +756.9% | +807.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling