+716.4%
MCD vs ULTA
+1,919.6%
-1,203.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.1% |
| 3M | +0.9% | +21.7% | -20.8% | -2.0% |
| 6M | +1.5% | +28.7% | -27.3% | -2.6% |
| YTD | -8.3% | +8.9% | -17.3% | -10.1% |
| 1Y | -8.1% | +26.1% | -34.2% | -12.1% |
| 3Y | +10.3% | +69.1% | -58.8% | -0.9% |
| 5Y | +23.4% | +66.6% | -43.2% | +9.7% |
| 10Y | +205.9% | +175.9% | +30.0% | +139.7% |
| All | +716.4% | +1,919.6% | -1,203.2% | +326.0% |
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 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