-18.2%
MDT vs ULTA
+44.7%
-62.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -3.4% | -3.1% | -0.3% | -3.0% |
| 30D | +0.2% | +2.8% | -2.6% | -0.2% |
| 3M | +14.3% | +14.8% | -0.5% | +12.1% |
| 6M | +4.0% | -16.2% | +20.2% | +5.8% |
| YTD | -3.7% | -9.6% | +5.9% | -3.1% |
| 1Y | -0.4% | +4.8% | -5.1% | -1.9% |
| 3Y | +23.3% | +30.7% | -7.4% | +15.0% |
| All | -18.2% | +44.7% | -62.8% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling