+1,511.5%
MOD vs ULTA
+122.7%
+1,388.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | +3.6% | -1.8% | +5.4% | +4.4% |
| 30D | -2.6% | -1.2% | -1.4% | -2.6% |
| 3M | -33.1% | +13.4% | -46.5% | -37.4% |
| 6M | -7.5% | -15.6% | +8.1% | -2.4% |
| YTD | +39.3% | -10.4% | +49.7% | +42.9% |
| 1Y | +34.3% | +5.5% | +28.8% | +27.4% |
| 3Y | +296.2% | +31.0% | +265.2% | +229.9% |
| 5Y | +1,504.6% | +41.8% | +1,462.8% | +1,158.7% |
| 10Y | +1,511.5% | +127.0% | +1,384.5% | +960.1% |
| All | +1,511.5% | +122.7% | +1,388.8% | +960.1% |
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