+1,559.3%
MRVL vs ULTA
+1,560.4%
-1.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | +13.8% | -1.8% | +15.6% | +14.4% |
| 30D | +12.7% | -1.2% | +13.9% | +12.7% |
| 3M | -11.9% | +13.4% | -25.3% | -15.5% |
| 6M | +153.8% | -15.6% | +169.5% | +162.9% |
| YTD | +177.0% | -10.4% | +187.4% | +181.3% |
| 1Y | +252.3% | +5.5% | +246.9% | +240.8% |
| 3Y | +325.5% | +31.0% | +294.6% | +280.3% |
| 5Y | +290.9% | +41.8% | +249.1% | +239.8% |
| 10Y | +1,954.1% | +127.0% | +1,827.2% | +1,355.3% |
| All | +1,559.3% | +1,560.4% | -1.1% | +431.7% |
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