-14.3%
MTZ vs ULTA
+27.7%
-42.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.1% | -19.5% | -15.1% |
| 7D | -7.4% | +6.7% | -14.1% | -7.1% |
| 30D | -23.6% | +21.7% | -45.3% | -23.7% |
| 3M | -38.3% | +21.5% | -59.8% | -38.1% |
| 6M | -60.6% | +27.5% | -88.1% | -60.4% |
| YTD | -22.9% | +9.2% | -32.1% | -20.5% |
| 1Y | -14.3% | +27.9% | -42.1% | -12.2% |
| All | -14.3% | +27.7% | -42.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling