+1,064.5%
MOD vs ULTA
+174.9%
+889.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.5% | +26.4% | +27.2% |
| 7D | +40.4% | +2.5% | +38.0% | +39.3% |
| 30D | -14.0% | +11.5% | -25.5% | -18.4% |
| 3M | -33.3% | +28.1% | -61.5% | -40.7% |
| 6M | -51.4% | +34.2% | -85.7% | -58.1% |
| YTD | +1.6% | +9.2% | -7.6% | -5.0% |
| 1Y | +5.4% | +23.7% | -18.4% | -7.3% |
| 3Y | +191.0% | +69.2% | +121.8% | +113.8% |
| 5Y | +1,093.1% | +66.6% | +1,026.5% | +765.3% |
| All | +1,064.5% | +174.9% | +889.6% | +626.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling