+3,215.7%
MPC vs ULTA
+957.2%
+2,258.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | -12.2% | +16.1% | -28.3% | -16.7% |
| 3M | +20.1% | +21.7% | -1.7% | +11.7% |
| 6M | +60.6% | +28.7% | +31.9% | +45.5% |
| YTD | +150.6% | +8.9% | +141.6% | +137.8% |
| 1Y | +104.7% | +26.1% | +78.6% | +83.7% |
| 3Y | +194.5% | +69.1% | +125.4% | +126.6% |
| 5Y | +582.3% | +66.6% | +515.7% | +408.8% |
| 10Y | +1,135.3% | +175.9% | +959.3% | +606.1% |
| All | +3,215.7% | +957.2% | +2,258.5% | +966.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling