-25.3%
MDB vs ULTA
+44.7%
-70.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -4.2% |
| 7D | -1.8% | -3.1% | +1.3% | -0.2% |
| 30D | -17.3% | +2.8% | -20.1% | -19.1% |
| 3M | +2.2% | +14.8% | -12.6% | -6.5% |
| 6M | +33.9% | -16.2% | +50.1% | +44.1% |
| YTD | -13.7% | -9.6% | -4.1% | -11.7% |
| 1Y | +9.1% | +4.8% | +4.3% | +0.7% |
| 3Y | -8.1% | +30.7% | -38.8% | -34.2% |
| All | -25.3% | +44.7% | -70.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling