-9.1%
MDB vs ULTA
+30.1%
-39.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -4.5% | -1.8% | -2.7% | -4.1% |
| 30D | -14.0% | -1.2% | -12.8% | -13.9% |
| 3M | +5.3% | +13.4% | -8.1% | +1.5% |
| 6M | +31.9% | -15.6% | +47.5% | +37.5% |
| YTD | -14.6% | -10.4% | -4.2% | -12.7% |
| 1Y | +8.2% | +5.5% | +2.8% | +4.6% |
| All | -9.1% | +30.1% | -39.2% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling