+1,222.6%
MTZ vs LULU
+745.2%
+477.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | +5.0% | -4.6% | +9.6% | +6.3% |
| 30D | -6.0% | +12.3% | -18.3% | -9.4% |
| 3M | -36.1% | -11.6% | -24.5% | -35.2% |
| 6M | -56.9% | -12.8% | -44.0% | -56.5% |
| YTD | -15.9% | -49.2% | +33.2% | -3.2% |
| 1Y | -3.8% | -37.7% | +33.9% | +4.3% |
| 3Y | +272.3% | -74.7% | +346.9% | +393.6% |
| 5Y | +91.1% | -76.7% | +167.7% | +150.4% |
| 10Y | +426.0% | +82.7% | +343.3% | +280.6% |
| All | +1,222.6% | +745.2% | +477.4% | +457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling