+34.3%
MOD vs ULTA
+5.2%
+29.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | +3.6% | -1.8% | +5.4% | +3.9% |
| 30D | -2.6% | -1.2% | -1.4% | -2.1% |
| 3M | -33.1% | +13.4% | -46.5% | -34.6% |
| 6M | -7.5% | -15.6% | +8.1% | -3.1% |
| YTD | +39.3% | -10.4% | +49.7% | +44.4% |
| 1Y | +34.3% | +5.5% | +28.8% | +33.7% |
| All | +34.3% | +5.2% | +29.0% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling