+661.2%
MPC vs ULTA
+48.8%
+612.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +5.4% | +9.0% | -3.6% | +4.1% |
| 30D | +31.0% | +4.6% | +26.4% | +29.8% |
| 3M | +46.0% | +22.0% | +24.1% | +40.9% |
| 6M | +77.3% | -14.7% | +92.0% | +81.5% |
| YTD | +141.9% | -6.8% | +148.7% | +143.5% |
| 1Y | +120.9% | +6.5% | +114.4% | +116.1% |
| 3Y | +182.7% | +35.6% | +147.1% | +154.9% |
| All | +661.2% | +48.8% | +612.4% | +550.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling