+285.6%
MRVL vs ULTA
+44.7%
+240.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.2% |
| 7D | +5.6% | -3.1% | +8.7% | +6.9% |
| 30D | +8.8% | +2.8% | +6.0% | +7.2% |
| 3M | -15.9% | +14.8% | -30.6% | -21.0% |
| 6M | +161.3% | -16.2% | +177.5% | +177.6% |
| YTD | +178.2% | -9.6% | +187.9% | +184.3% |
| 1Y | +255.3% | +4.8% | +250.5% | +237.7% |
| 3Y | +323.1% | +30.7% | +292.4% | +244.8% |
| All | +285.6% | +44.7% | +240.9% | +171.6% |
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 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