+1,049.8%
MDB vs ULTA
+184.8%
+865.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.5% |
| 7D | -17.4% | +9.0% | -26.4% | -20.1% |
| 30D | -2.0% | +4.6% | -6.6% | -4.0% |
| 3M | -3.0% | +22.0% | -25.0% | -10.6% |
| 6M | +48.7% | -14.7% | +63.4% | +54.9% |
| YTD | -12.1% | -6.8% | -5.4% | -11.6% |
| 1Y | +14.5% | +6.5% | +8.0% | +8.8% |
| 3Y | -6.1% | +35.6% | -41.7% | -21.7% |
| 5Y | -27.3% | +47.6% | -75.0% | -39.9% |
| All | +1,049.8% | +184.8% | +865.0% | +709.1% |
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