+171.5%
MET vs ULTA
+1,583.0%
-1,411.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.3% |
| 7D | +1.1% | +0.7% | +0.5% | +0.9% |
| 30D | -2.3% | -2.8% | +0.5% | -1.6% |
| 3M | +13.9% | +18.7% | -4.8% | +6.7% |
| 6M | +34.8% | -15.0% | +49.8% | +40.5% |
| YTD | +23.5% | -9.2% | +32.8% | +25.6% |
| 1Y | +23.4% | +5.7% | +17.7% | +18.3% |
| 3Y | +64.9% | +32.8% | +32.1% | +40.0% |
| 5Y | +82.0% | +46.0% | +36.1% | +44.6% |
| 10Y | +244.4% | +125.5% | +118.9% | +112.7% |
| All | +171.5% | +1,583.0% | -1,411.5% | -55.0% |
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 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