+25.7%
MMM vs ULTA
+39.1%
-13.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -3.2% | -3.9% | +0.6% | -2.5% |
| 30D | -10.7% | -1.1% | -9.6% | -10.6% |
| 3M | +4.3% | +13.8% | -9.5% | +1.3% |
| 6M | +5.9% | -17.2% | +23.1% | +9.4% |
| YTD | +3.2% | -11.5% | +14.6% | +4.8% |
| 1Y | +8.0% | +3.9% | +4.1% | +5.4% |
| 3Y | +99.1% | +29.5% | +69.6% | +78.6% |
| 5Y | +25.7% | +42.9% | -17.2% | +7.3% |
| All | +25.7% | +39.1% | -13.4% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling