+76.3%
MMM vs ULTA
+174.9%
-98.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -0.4% | +2.5% | -2.9% | -0.9% |
| 30D | +12.1% | +11.5% | +0.6% | +9.5% |
| 3M | +1.4% | +28.1% | -26.7% | -4.1% |
| 6M | +26.6% | +34.2% | -7.7% | +18.2% |
| YTD | +16.8% | +9.2% | +7.6% | +13.4% |
| 1Y | +10.1% | +23.7% | -13.7% | +3.6% |
| 3Y | +158.4% | +69.2% | +89.2% | +120.7% |
| 5Y | +43.1% | +66.6% | -23.5% | +20.5% |
| All | +76.3% | +174.9% | -98.5% | +24.8% |
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