+119.6%
MPC vs ULTA
+5.1%
+114.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.8% |
| 7D | +1.2% | -3.9% | +5.1% | +1.1% |
| 30D | +17.0% | -1.1% | +18.0% | +16.8% |
| 3M | +49.5% | +13.8% | +35.7% | +48.9% |
| 6M | +83.5% | -17.2% | +100.8% | +88.1% |
| YTD | +144.1% | -11.5% | +155.6% | +149.4% |
| 1Y | +119.6% | +3.9% | +115.7% | +121.7% |
| All | +119.6% | +5.1% | +114.5% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling