+97.9%
MMM vs ULTA
+30.1%
+67.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.6% |
| 7D | -2.6% | -1.8% | -0.8% | -2.2% |
| 30D | -9.3% | -1.2% | -8.1% | -9.2% |
| 3M | +5.6% | +13.4% | -7.8% | +2.8% |
| 6M | +9.5% | -15.6% | +25.1% | +12.5% |
| YTD | +4.1% | -10.4% | +14.6% | +5.5% |
| 1Y | +9.4% | +5.5% | +3.9% | +6.3% |
| All | +97.9% | +30.1% | +67.8% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling