+1,540.9%
MNST vs ULTA
+1,628.6%
-87.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.8% |
| 7D | -6.5% | +9.0% | -15.5% | -8.1% |
| 30D | -7.2% | +4.6% | -11.8% | -8.2% |
| 3M | -1.0% | +22.0% | -23.0% | -5.2% |
| 6M | +11.5% | -14.7% | +26.2% | +14.1% |
| YTD | +14.3% | -6.8% | +21.1% | +14.9% |
| 1Y | +38.1% | +6.5% | +31.6% | +34.8% |
| 3Y | +55.0% | +35.6% | +19.4% | +40.6% |
| 5Y | +79.6% | +47.6% | +32.0% | +57.9% |
| 10Y | +241.8% | +128.9% | +112.9% | +155.0% |
| All | +1,540.9% | +1,628.6% | -87.6% | +520.6% |
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