+3.0%
MCHP vs ULTA
+44.7%
-41.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.8% |
| 7D | 0.0% | -3.1% | +3.1% | +1.4% |
| 30D | -6.0% | +2.8% | -8.8% | -7.4% |
| 3M | -19.7% | +14.8% | -34.5% | -24.6% |
| 6M | +14.0% | -16.2% | +30.3% | +21.8% |
| YTD | +18.4% | -9.6% | +28.1% | +21.8% |
| 1Y | +17.1% | +4.8% | +12.3% | +11.8% |
| 3Y | +0.7% | +30.7% | -30.0% | -18.6% |
| All | +3.0% | +44.7% | -41.7% | -26.4% |
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