+408.9%
MDLZ vs ULTA
+1,924.4%
-1,515.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +2.3% | +2.5% | -0.2% | +2.0% |
| 30D | +7.9% | +11.5% | -3.6% | +6.5% |
| 3M | +7.3% | +28.1% | -20.9% | +3.9% |
| 6M | +11.7% | +34.2% | -22.6% | +7.4% |
| YTD | +28.7% | +9.2% | +19.5% | +26.5% |
| 1Y | +22.8% | +23.7% | -1.0% | +18.5% |
| 3Y | +6.6% | +69.2% | -62.6% | -2.7% |
| 5Y | +23.2% | +66.6% | -43.4% | +11.5% |
| 10Y | +108.7% | +176.6% | -67.9% | +68.6% |
| All | +408.9% | +1,924.4% | -1,515.5% | +166.8% |
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