+766.7%
MTZ vs ULTA
+132.3%
+634.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.5% | +2.8% |
| 7D | +1.4% | -3.1% | +4.4% | +2.5% |
| 30D | -14.5% | +2.8% | -17.3% | -15.7% |
| 3M | -32.9% | +14.8% | -47.7% | -36.9% |
| 6M | -20.8% | -16.2% | -4.6% | -16.9% |
| YTD | +10.6% | -9.6% | +20.2% | +12.7% |
| 1Y | +27.1% | +4.8% | +22.3% | +21.5% |
| 3Y | +166.1% | +30.7% | +135.5% | +123.9% |
| 5Y | +170.7% | +45.9% | +124.8% | +109.6% |
| All | +766.7% | +132.3% | +634.4% | +419.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling