+184.8%
MPC vs ULTA
+70.7%
+114.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -8.8% | +4.6% | -13.5% | -9.2% |
| 30D | -14.4% | +16.5% | -30.9% | -15.6% |
| 3M | +21.9% | +21.1% | +0.8% | +19.6% |
| 6M | +60.1% | +27.4% | +32.7% | +56.0% |
| YTD | +142.3% | +9.8% | +132.5% | +140.5% |
| 1Y | +101.7% | +28.6% | +73.1% | +95.2% |
| 3Y | +184.8% | +70.5% | +114.3% | +144.6% |
| All | +184.8% | +70.7% | +114.1% | +144.6% |
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