+659.6%
MCD vs ULTA
+1,628.6%
-969.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.8% | +9.0% | -11.8% | -4.1% |
| 30D | -6.0% | +4.6% | -10.6% | -6.7% |
| 3M | -5.6% | +22.0% | -27.5% | -8.5% |
| 6M | -21.9% | -14.7% | -7.1% | -20.5% |
| YTD | -14.7% | -6.8% | -7.9% | -14.4% |
| 1Y | -17.3% | +6.5% | -23.8% | -18.8% |
| 3Y | -2.2% | +35.6% | -37.8% | -9.2% |
| 5Y | +20.3% | +47.6% | -27.3% | +8.6% |
| 10Y | +180.7% | +128.9% | +51.8% | +125.6% |
| All | +659.6% | +1,628.6% | -969.0% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling