-32.6%
MP vs ULTA
+23.0%
-55.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +9.5% | +2.5% | +7.0% | +8.9% |
| 30D | -3.0% | +11.5% | -14.5% | -5.4% |
| 3M | -30.4% | +28.1% | -58.5% | -34.3% |
| 6M | -39.2% | +34.2% | -73.4% | -42.9% |
| YTD | -23.3% | +9.2% | -32.5% | -21.9% |
| 1Y | -32.6% | +23.7% | -56.4% | -30.0% |
| All | -32.6% | +23.0% | -55.6% | -30.0% |
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