+68.6%
MAR vs ULTA
+31.2%
+37.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | -0.5% | -3.1% | +2.5% | +0.1% |
| 30D | -5.4% | +2.8% | -8.2% | -6.0% |
| 3M | -15.5% | +14.8% | -30.3% | -18.3% |
| 6M | +3.0% | -16.2% | +19.2% | +6.5% |
| YTD | +8.5% | -9.6% | +18.1% | +10.1% |
| 1Y | +26.0% | +4.8% | +21.2% | +22.7% |
| 3Y | +68.6% | +30.7% | +37.9% | +45.1% |
| All | +68.6% | +31.2% | +37.4% | +45.1% |
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 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