+737.1%
MTZ vs LULU
+50.4%
+686.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.8% |
| 7D | 0.0% | -20.4% | +20.4% | +5.4% |
| 30D | -14.8% | -22.9% | +8.0% | -9.8% |
| 3M | -30.8% | -18.5% | -12.3% | -28.3% |
| 6M | -22.6% | -41.8% | +19.2% | -12.6% |
| YTD | +6.8% | -53.4% | +60.2% | +28.0% |
| 1Y | +22.1% | -40.9% | +63.0% | +35.5% |
| 3Y | +153.1% | -75.6% | +228.7% | +248.0% |
| 5Y | +161.4% | -77.2% | +238.7% | +253.0% |
| All | +737.1% | +50.4% | +686.7% | +588.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling