+582.3%
MPC vs LULU
-76.7%
+659.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.1% | +3.7% |
| 7D | +2.6% | -4.1% | +6.7% | +3.1% |
| 30D | -12.2% | +13.5% | -25.7% | -13.7% |
| 3M | +20.1% | -14.5% | +34.5% | +21.8% |
| 6M | +60.6% | -15.0% | +75.6% | +62.5% |
| YTD | +150.6% | -48.3% | +198.9% | +171.7% |
| 1Y | +104.7% | -36.7% | +141.4% | +113.5% |
| 3Y | +194.5% | -74.0% | +268.5% | +248.6% |
| 5Y | +582.3% | -76.3% | +658.6% | +695.3% |
| All | +582.3% | -76.7% | +659.0% | +695.3% |
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 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