+254.1%
MP vs ULTA
+201.3%
+52.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | -10.5% | +0.7% | -11.2% | -10.9% |
| 30D | -23.5% | +18.2% | -41.7% | -29.6% |
| 3M | -25.4% | +19.7% | -45.1% | -32.1% |
| 6M | -51.3% | +20.5% | -71.8% | -55.9% |
| YTD | -29.9% | +6.6% | -36.5% | -33.2% |
| 1Y | -31.8% | +26.5% | -58.3% | -40.9% |
| 3Y | +127.0% | +67.0% | +59.9% | +56.9% |
| 5Y | -3.3% | +64.5% | -67.8% | -33.7% |
| All | +254.1% | +201.3% | +52.8% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling