+1,274.7%
MCO vs ULTA
+1,575.4%
-300.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | -3.8% | -3.1% | -0.7% | -2.9% |
| 30D | -0.4% | +2.8% | -3.2% | -1.3% |
| 3M | +7.7% | +14.8% | -7.0% | +3.1% |
| 6M | +7.0% | -16.2% | +23.2% | +11.2% |
| YTD | -6.4% | -9.6% | +3.2% | -5.0% |
| 1Y | -7.6% | +4.8% | -12.4% | -10.5% |
| 3Y | +43.2% | +30.7% | +12.5% | +26.0% |
| 5Y | +29.6% | +45.9% | -16.3% | +8.4% |
| 10Y | +389.2% | +129.0% | +260.2% | +223.1% |
| All | +1,274.7% | +1,575.4% | -300.7% | +220.9% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling