+1,252.7%
MCO vs ULTA
+1,541.3%
-288.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -7.3% | -3.9% | -3.5% | -6.3% |
| 30D | -1.7% | -1.1% | -0.7% | -1.6% |
| 3M | +3.9% | +13.8% | -9.9% | -0.3% |
| 6M | +3.8% | -17.2% | +21.1% | +8.3% |
| YTD | -7.9% | -11.5% | +3.6% | -6.0% |
| 1Y | -6.8% | +3.9% | -10.8% | -9.5% |
| 3Y | +40.9% | +29.5% | +11.5% | +24.3% |
| 5Y | +27.5% | +42.9% | -15.4% | +7.2% |
| 10Y | +381.4% | +124.4% | +257.0% | +219.8% |
| All | +1,252.7% | +1,541.3% | -288.6% | +217.6% |
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