+177.5%
MCD vs ULTA
+127.6%
+50.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.1% |
| 7D | -2.5% | -3.9% | +1.3% | -1.8% |
| 30D | -7.0% | -1.1% | -6.0% | -7.0% |
| 3M | -9.8% | +13.8% | -23.6% | -12.5% |
| 6M | -21.8% | -17.2% | -4.5% | -19.3% |
| YTD | -15.6% | -11.5% | -4.1% | -14.4% |
| 1Y | -15.2% | +3.9% | -19.1% | -17.2% |
| 3Y | -2.6% | +29.5% | -32.0% | -12.1% |
| 5Y | +18.9% | +42.9% | -24.0% | +1.6% |
| All | +177.5% | +127.6% | +50.0% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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