-13.4%
MLM vs ULTA
+27.1%
-40.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +1.8% |
| 7D | -3.8% | +4.3% | -8.2% | -4.7% |
| 30D | +11.0% | +16.6% | -5.6% | +7.7% |
| 3M | -3.1% | +17.7% | -20.7% | -6.0% |
| 6M | -9.8% | +27.5% | -37.3% | -14.5% |
| YTD | -14.4% | +9.9% | -24.3% | -17.5% |
| All | -13.4% | +27.1% | -40.5% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling