+417.9%
MLM vs ULTA
+1,875.7%
-1,457.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +8.2% | +18.2% | -10.0% | +3.4% |
| 3M | -3.6% | +19.7% | -23.3% | -8.4% |
| 6M | -15.6% | +20.5% | -36.0% | -20.0% |
| YTD | -16.4% | +6.6% | -23.0% | -18.7% |
| 1Y | -14.3% | +26.5% | -40.8% | -20.7% |
| 3Y | +19.3% | +67.0% | -47.7% | -0.8% |
| 5Y | +29.6% | +64.5% | -35.0% | +6.8% |
| 10Y | +189.9% | +182.6% | +7.3% | +92.4% |
| All | +417.9% | +1,875.7% | -1,457.8% | +46.7% |
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 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