+982.9%
MAR vs ULTA
+1,583.0%
-600.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.4% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -6.9% | -2.8% | -4.1% | -6.3% |
| 3M | -15.8% | +18.7% | -34.5% | -21.0% |
| 6M | +1.9% | -15.0% | +17.0% | +6.0% |
| YTD | +6.6% | -9.2% | +15.8% | +8.2% |
| 1Y | +23.7% | +5.7% | +18.0% | +18.7% |
| 3Y | +64.6% | +32.8% | +31.8% | +41.5% |
| 5Y | +156.4% | +46.0% | +110.4% | +110.2% |
| 10Y | +415.4% | +125.5% | +289.9% | +243.6% |
| All | +982.9% | +1,583.0% | -600.0% | +156.1% |
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 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