+154.3%
MP vs ULTA
+38.5%
+115.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.9% |
| 7D | -2.9% | +9.0% | -11.9% | -5.9% |
| 30D | +13.8% | +4.6% | +9.2% | +11.7% |
| 3M | -16.7% | +22.0% | -38.7% | -23.3% |
| 6M | -11.5% | -14.7% | +3.2% | -6.5% |
| YTD | +7.9% | -6.8% | +14.7% | +10.3% |
| 1Y | -15.0% | +6.5% | -21.6% | -18.4% |
| All | +154.3% | +38.5% | +115.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling