+2.4%
MELI vs ULTA
+44.7%
-42.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -1.3% |
| 7D | -4.1% | -3.1% | -1.0% | -2.9% |
| 30D | +3.8% | +2.8% | +1.0% | +2.4% |
| 3M | +17.8% | +14.8% | +3.1% | +11.0% |
| 6M | +7.4% | -16.2% | +23.7% | +13.7% |
| YTD | -5.8% | -9.6% | +3.8% | -3.9% |
| 1Y | -18.9% | +4.8% | -23.6% | -23.0% |
| 3Y | +33.3% | +30.7% | +2.7% | +3.6% |
| All | +2.4% | +44.7% | -42.2% | -31.2% |
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