-14.0%
MP vs ULTA
+5.2%
-19.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | -0.7% | -1.2% | +0.6% | -0.3% |
| 3M | 0.0% | +13.4% | -13.4% | -2.1% |
| 6M | -10.0% | -15.6% | +5.7% | -6.5% |
| YTD | +7.5% | -10.4% | +17.9% | +13.3% |
| 1Y | -14.0% | +5.5% | -19.5% | -10.3% |
| All | -14.0% | +5.2% | -19.3% | -10.3% |
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