+9.7%
MCD vs ULTA
+69.4%
-59.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +16.6% | +16.1% | +0.5% | +15.2% |
| 3M | +0.9% | +21.7% | -20.8% | -0.7% |
| 6M | +1.5% | +28.7% | -27.3% | -0.8% |
| YTD | -8.3% | +8.9% | -17.3% | -9.5% |
| 1Y | -8.1% | +26.1% | -34.2% | -10.6% |
| All | +9.7% | +69.4% | -59.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling