+667.7%
MCHP vs ULTA
+1,541.3%
-873.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.6% |
| 7D | -2.1% | -3.9% | +1.8% | -1.0% |
| 30D | -11.1% | -1.1% | -10.1% | -11.0% |
| 3M | -18.1% | +13.8% | -31.9% | -21.2% |
| 6M | +10.8% | -17.2% | +28.0% | +15.8% |
| YTD | +14.2% | -11.5% | +25.7% | +17.0% |
| 1Y | +13.5% | +3.9% | +9.6% | +10.9% |
| 3Y | -2.0% | +29.5% | -31.5% | -11.3% |
| 5Y | +1.4% | +42.9% | -41.5% | -11.4% |
| 10Y | +195.5% | +124.4% | +71.1% | +120.2% |
| All | +667.7% | +1,541.3% | -873.6% | +206.4% |
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 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