+20.5%
MCD vs ULTA
+46.0%
-25.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -6.1% | -2.8% | -3.3% | -5.9% |
| 3M | -7.3% | +18.7% | -25.9% | -9.3% |
| 6M | -20.9% | -15.0% | -5.9% | -19.8% |
| YTD | -14.7% | -9.2% | -5.4% | -14.3% |
| 1Y | -16.1% | +5.7% | -21.8% | -17.5% |
| 3Y | -1.5% | +32.8% | -34.3% | -8.0% |
| All | +20.5% | +46.0% | -25.5% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling