+708.0%
MCD vs ULTA
+1,924.4%
-1,216.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | +14.1% | +11.5% | +2.6% | +12.3% |
| 3M | +0.6% | +28.1% | -27.5% | -3.1% |
| 6M | 0.0% | +34.2% | -34.2% | -4.5% |
| YTD | -9.3% | +9.2% | -18.5% | -11.1% |
| 1Y | -9.3% | +23.7% | -33.1% | -12.9% |
| 3Y | +8.6% | +69.2% | -60.6% | -2.4% |
| 5Y | +21.9% | +66.6% | -44.7% | +8.3% |
| 10Y | +202.8% | +176.6% | +26.2% | +137.1% |
| All | +708.0% | +1,924.4% | -1,216.4% | +321.5% |
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