+1,530.3%
MOD vs ULTA
+47.1%
+1,483.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.8% |
| 7D | +9.6% | +9.0% | +0.6% | +5.8% |
| 30D | 0.0% | +4.6% | -4.5% | -2.2% |
| 3M | -35.4% | +22.0% | -57.3% | -41.3% |
| 6M | -7.3% | -14.7% | +7.4% | -2.0% |
| YTD | +45.8% | -6.8% | +52.6% | +47.6% |
| 1Y | +43.1% | +6.5% | +36.6% | +35.2% |
| 3Y | +297.7% | +35.6% | +262.1% | +216.9% |
| All | +1,530.3% | +47.1% | +1,483.2% | +1,019.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling