+287.6%
MP vs ULTA
+208.7%
+78.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.8% |
| 7D | +9.5% | +2.5% | +7.0% | +8.3% |
| 30D | -3.0% | +11.5% | -14.5% | -8.0% |
| 3M | -30.4% | +28.1% | -58.5% | -38.5% |
| 6M | -39.2% | +34.2% | -73.4% | -47.8% |
| YTD | -23.3% | +9.2% | -32.5% | -27.7% |
| 1Y | -32.6% | +23.7% | -56.4% | -40.8% |
| 3Y | +159.3% | +69.2% | +90.1% | +78.4% |
| 5Y | -16.4% | +66.6% | -83.1% | -43.1% |
| All | +287.6% | +208.7% | +78.9% | +94.4% |
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