Stock and ETF performance explorer

MP vs ULTA

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	ULTA	Excess	Alpha
1D	-1.9%	-1.3%	-0.6%	N/A
7D	-0.7%	-1.8%	+1.1%	N/A
All	-0.7%	-0.7%	0.0%	N/A

Daily percentage return beside ULTA.

Portfolio return minus ULTA return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.