+942.1%
MDB vs ULTA
+233.6%
+708.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | +6.8% | +2.5% | +4.4% | +5.9% |
| 30D | -6.2% | +11.5% | -17.7% | -9.9% |
| 3M | -29.2% | +28.1% | -57.4% | -35.7% |
| 6M | +10.3% | +34.2% | -23.9% | -2.2% |
| YTD | -20.4% | +9.2% | -29.6% | -24.5% |
| 1Y | -4.8% | +23.7% | -28.6% | -14.3% |
| 3Y | -11.6% | +69.2% | -80.8% | -32.4% |
| 5Y | -41.0% | +66.6% | -107.7% | -53.5% |
| All | +942.1% | +233.6% | +708.5% | +591.0% |
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 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