+82.7%
MET vs ULTA
+44.7%
+38.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | -0.5% | -3.1% | +2.6% | +0.2% |
| 30D | +0.5% | +2.8% | -2.3% | -0.2% |
| 3M | +11.6% | +14.8% | -3.2% | +7.8% |
| 6M | +40.8% | -16.2% | +57.0% | +45.5% |
| YTD | +25.7% | -9.6% | +35.3% | +27.4% |
| 1Y | +24.4% | +4.8% | +19.6% | +21.2% |
| 3Y | +67.5% | +30.7% | +36.8% | +48.4% |
| All | +82.7% | +44.7% | +38.1% | +48.6% |
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