+4,791.5%
MELI vs ULTA
+1,575.4%
+3,216.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -1.2% |
| 7D | -4.1% | -3.1% | -1.0% | -3.1% |
| 30D | +3.8% | +2.8% | +1.0% | +2.6% |
| 3M | +17.8% | +14.8% | +3.1% | +12.0% |
| 6M | +7.4% | -16.2% | +23.7% | +12.7% |
| YTD | -5.8% | -9.6% | +3.8% | -4.0% |
| 1Y | -18.9% | +4.8% | -23.6% | -21.9% |
| 3Y | +33.3% | +30.7% | +2.7% | +13.6% |
| 5Y | +2.7% | +45.9% | -43.2% | -15.0% |
| 10Y | +962.9% | +129.0% | +833.9% | +561.9% |
| All | +4,791.5% | +1,575.4% | +3,216.1% | +959.1% |
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