+14.0%
MCHP vs ULTA
-15.4%
+29.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.1% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -6.0% | +2.8% | -8.8% | -6.5% |
| 3M | -19.7% | +14.8% | -34.5% | -21.2% |
| 6M | +14.0% | -16.2% | +30.3% | +21.0% |
| All | +14.0% | -15.4% | +29.4% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling