+166.3%
MTZ vs LULU
-77.0%
+243.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -1.6% |
| 7D | +2.3% | -16.9% | +19.2% | +5.5% |
| 30D | -10.3% | -22.0% | +11.7% | -6.5% |
| 3M | -31.8% | -17.8% | -14.0% | -30.0% |
| 6M | -19.2% | -41.3% | +22.1% | -10.8% |
| YTD | +10.7% | -52.0% | +62.7% | +28.0% |
| 1Y | +37.5% | -39.8% | +77.4% | +49.1% |
| 3Y | +162.4% | -74.8% | +237.2% | +240.0% |
| 5Y | +166.3% | -76.3% | +242.6% | +234.7% |
| All | +166.3% | -77.0% | +243.3% | +234.7% |
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 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