+357.7%
MDLZ vs ULTA
+1,628.6%
-1,270.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.4% |
| 7D | -1.7% | +9.0% | -10.7% | -2.8% |
| 30D | -2.1% | +4.6% | -6.7% | -2.7% |
| 3M | +1.3% | +22.0% | -20.6% | -1.3% |
| 6M | +6.2% | -14.7% | +20.9% | +7.8% |
| YTD | +15.8% | -6.8% | +22.5% | +16.1% |
| 1Y | +4.1% | +6.5% | -2.4% | +2.4% |
| 3Y | -4.1% | +35.6% | -39.7% | -9.9% |
| 5Y | +13.4% | +47.6% | -34.3% | +4.1% |
| 10Y | +75.7% | +128.9% | -53.1% | +45.3% |
| All | +357.7% | +1,628.6% | -1,270.9% | +144.9% |
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