+206.2%
MLM vs ULTA
+124.2%
+82.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -6.5% | -2.8% | -3.7% | -5.9% |
| 3M | -7.4% | +18.7% | -26.1% | -12.6% |
| 6M | -15.8% | -15.0% | -0.8% | -12.4% |
| YTD | -17.4% | -9.2% | -8.2% | -16.0% |
| 1Y | -17.9% | +5.7% | -23.6% | -20.9% |
| 3Y | +18.9% | +32.8% | -13.9% | +2.1% |
| 5Y | +43.4% | +46.0% | -2.5% | +16.3% |
| 10Y | +206.2% | +125.5% | +80.7% | +91.3% |
| All | +206.2% | +124.2% | +82.0% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling