+1,171.8%
MPC vs ULTA
+174.9%
+996.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | +11.2% | +2.5% | +8.8% | +10.3% |
| 30D | -14.5% | +11.5% | -26.0% | -18.0% |
| 3M | +16.7% | +28.1% | -11.5% | +6.1% |
| 6M | +67.6% | +34.2% | +33.3% | +48.3% |
| YTD | +157.9% | +9.2% | +148.7% | +143.6% |
| 1Y | +116.7% | +23.7% | +92.9% | +94.1% |
| 3Y | +199.8% | +69.2% | +130.6% | +123.4% |
| 5Y | +604.4% | +66.6% | +537.8% | +403.4% |
| All | +1,171.8% | +174.9% | +996.9% | +541.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling