+307.7%
MMM vs ULTA
+1,583.0%
-1,275.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -8.0% | -2.8% | -5.2% | -7.6% |
| 3M | +9.4% | +18.7% | -9.3% | +6.0% |
| 6M | +10.2% | -15.0% | +25.3% | +12.6% |
| YTD | +6.1% | -9.2% | +15.3% | +7.1% |
| 1Y | +10.8% | +5.7% | +5.1% | +8.6% |
| 3Y | +104.8% | +32.8% | +72.0% | +89.9% |
| 5Y | +27.0% | +46.0% | -18.9% | +14.4% |
| 10Y | +53.8% | +125.5% | -71.7% | +22.4% |
| All | +307.7% | +1,583.0% | -1,275.3% | +101.6% |
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