-3.7%
MDLZ vs ULTA
+32.1%
-35.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.7% |
| 7D | 0.0% | +0.7% | -0.6% | 0.0% |
| 30D | -1.6% | -2.8% | +1.3% | -1.4% |
| 3M | +0.9% | +18.7% | -17.8% | -0.3% |
| 6M | +7.3% | -15.0% | +22.4% | +8.1% |
| YTD | +16.4% | -9.2% | +25.7% | +16.5% |
| 1Y | +3.0% | +5.7% | -2.7% | +1.6% |
| 3Y | -3.7% | +32.8% | -36.5% | -7.4% |
| All | -3.7% | +32.1% | -35.8% | -7.4% |
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