+81.8%
MDLZ vs ULTA
+127.6%
-45.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +1.7% | -3.9% | +5.5% | +2.2% |
| 30D | +1.1% | -1.1% | +2.2% | +1.2% |
| 3M | -1.8% | +13.8% | -15.6% | -3.7% |
| 6M | +12.3% | -17.2% | +29.5% | +14.6% |
| YTD | +18.0% | -11.5% | +29.5% | +19.2% |
| 1Y | +3.8% | +3.9% | -0.1% | +2.2% |
| 3Y | -2.4% | +29.5% | -31.9% | -8.6% |
| 5Y | +18.4% | +42.9% | -24.5% | +7.6% |
| All | +81.8% | +127.6% | -45.8% | +47.6% |
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 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