+53.1%
MMM vs ULTA
+132.3%
-79.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | -2.1% | -3.1% | +0.9% | -1.5% |
| 30D | -9.8% | +2.8% | -12.6% | -10.5% |
| 3M | +4.9% | +14.8% | -9.8% | +1.6% |
| 6M | +7.3% | -16.2% | +23.6% | +10.7% |
| YTD | +4.5% | -9.6% | +14.1% | +5.8% |
| 1Y | +5.4% | +4.8% | +0.6% | +2.8% |
| 3Y | +98.6% | +30.7% | +67.9% | +79.8% |
| 5Y | +27.4% | +45.9% | -18.5% | +10.3% |
| All | +53.1% | +132.3% | -79.2% | +12.2% |
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