+127.0%
MP vs ULTA
+65.9%
+61.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | -10.5% | +0.7% | -11.2% | -10.8% |
| 30D | -23.5% | +18.2% | -41.7% | -28.0% |
| 3M | -25.4% | +19.7% | -45.1% | -30.2% |
| 6M | -51.3% | +20.5% | -71.8% | -54.5% |
| YTD | -29.9% | +6.6% | -36.5% | -31.8% |
| 1Y | -31.8% | +26.5% | -58.3% | -38.0% |
| 3Y | +127.0% | +67.0% | +59.9% | +38.7% |
| All | +127.0% | +65.9% | +61.1% | +38.7% |
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