+1,174.7%
MPC vs ULTA
+122.7%
+1,052.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.9% |
| 7D | +3.2% | -1.8% | +5.0% | +3.8% |
| 30D | +25.0% | -1.2% | +26.3% | +25.2% |
| 3M | +55.2% | +13.4% | +41.8% | +47.0% |
| 6M | +86.4% | -15.6% | +102.0% | +94.4% |
| YTD | +148.5% | -10.4% | +158.9% | +153.0% |
| 1Y | +121.7% | +5.5% | +116.2% | +110.6% |
| 3Y | +172.9% | +31.0% | +141.9% | +124.8% |
| 5Y | +679.9% | +41.8% | +638.1% | +488.0% |
| 10Y | +1,174.7% | +127.0% | +1,047.7% | +610.1% |
| All | +1,174.7% | +122.7% | +1,052.0% | +610.1% |
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