+210.4%
MGY vs ULTA
+91.9%
+118.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.5% |
| 7D | +3.5% | -3.1% | +6.6% | +4.6% |
| 30D | +5.3% | +2.8% | +2.5% | +4.0% |
| 3M | +2.6% | +14.8% | -12.1% | -2.8% |
| 6M | -3.3% | -16.2% | +12.9% | +0.9% |
| YTD | +29.2% | -9.6% | +38.8% | +30.6% |
| 1Y | +18.0% | +4.8% | +13.3% | +12.4% |
| 3Y | +30.0% | +30.7% | -0.7% | +8.4% |
| 5Y | +92.7% | +45.9% | +46.8% | +47.6% |
| All | +210.4% | +91.9% | +118.5% | +85.7% |
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