+380.3%
MCO vs ULTA
+132.3%
+248.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | -3.8% | -3.1% | -0.7% | -3.0% |
| 30D | -0.4% | +2.8% | -3.2% | -1.3% |
| 3M | +7.7% | +14.8% | -7.0% | +3.4% |
| 6M | +7.0% | -16.2% | +23.2% | +11.1% |
| YTD | -6.4% | -9.6% | +3.2% | -5.0% |
| 1Y | -7.6% | +4.8% | -12.4% | -10.4% |
| 3Y | +43.2% | +30.7% | +12.5% | +26.3% |
| 5Y | +29.6% | +45.9% | -16.3% | +8.6% |
| All | +380.3% | +132.3% | +248.0% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling