+1,639.8%
MNST vs ULTA
+1,924.4%
-284.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +1.6% | +2.5% | -0.8% | +1.1% |
| 30D | +5.1% | +11.5% | -6.5% | +2.8% |
| 3M | -0.5% | +28.1% | -28.6% | -5.4% |
| 6M | +8.1% | +34.2% | -26.1% | +1.4% |
| YTD | +21.2% | +9.2% | +12.0% | +17.9% |
| 1Y | +30.7% | +23.7% | +7.0% | +23.7% |
| 3Y | +67.3% | +69.2% | -1.9% | +45.0% |
| 5Y | +101.9% | +66.6% | +35.2% | +73.4% |
| 10Y | +343.3% | +176.6% | +166.7% | +218.7% |
| All | +1,639.8% | +1,924.4% | -284.6% | +537.0% |
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