+200.1%
MDT vs ULTA
+1,541.3%
-1,341.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.1% |
| 7D | -1.6% | -3.9% | +2.3% | -1.0% |
| 30D | +1.0% | -1.1% | +2.1% | +1.1% |
| 3M | +15.2% | +13.8% | +1.4% | +12.7% |
| 6M | +3.7% | -17.2% | +20.9% | +6.2% |
| YTD | -3.0% | -11.5% | +8.5% | -1.8% |
| 1Y | +2.5% | +3.9% | -1.4% | +0.8% |
| 3Y | +26.5% | +29.5% | -3.0% | +17.7% |
| 5Y | -18.3% | +42.9% | -61.2% | -26.3% |
| 10Y | +40.2% | +124.4% | -84.2% | +11.8% |
| All | +200.1% | +1,541.3% | -1,341.2% | +47.4% |
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 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