+102.7%
MO vs ULTA
+44.7%
+58.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +0.1% | -3.1% | +3.2% | +0.3% |
| 30D | +7.1% | +2.8% | +4.3% | +7.0% |
| 3M | -2.0% | +14.8% | -16.7% | -2.7% |
| 6M | +7.3% | -16.2% | +23.5% | +8.0% |
| YTD | +23.5% | -9.6% | +33.1% | +23.7% |
| 1Y | +11.0% | +4.8% | +6.2% | +10.2% |
| 3Y | +95.0% | +30.7% | +64.3% | +89.7% |
| All | +102.7% | +44.7% | +58.1% | +85.1% |
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