+373.1%
MOD vs ULTA
+1,935.9%
-1,562.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | +4.6% | -22.5% | -19.7% |
| 30D | -43.2% | +16.5% | -59.7% | -47.2% |
| 3M | -46.0% | +21.1% | -67.1% | -51.0% |
| 6M | -62.2% | +27.4% | -89.6% | -66.7% |
| YTD | -22.8% | +9.8% | -32.6% | -28.1% |
| 1Y | -35.5% | +28.6% | -64.1% | -44.2% |
| 3Y | +128.2% | +70.5% | +57.7% | +69.2% |
| 5Y | +791.6% | +69.8% | +721.8% | +553.3% |
| 10Y | +886.3% | +180.8% | +705.5% | +428.8% |
| All | +373.1% | +1,935.9% | -1,562.8% | -45.5% |
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