-3.8%
MTZ vs ULTA
+23.0%
-26.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.2% |
| 7D | +5.0% | +2.5% | +2.5% | +5.1% |
| 30D | -6.0% | +11.5% | -17.5% | -5.7% |
| 3M | -36.1% | +28.1% | -64.3% | -36.2% |
| 6M | -56.9% | +34.2% | -91.1% | -56.9% |
| YTD | -15.9% | +9.2% | -25.1% | -12.9% |
| 1Y | -3.8% | +23.7% | -27.6% | +0.7% |
| All | -3.8% | +23.0% | -26.8% | +0.7% |
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 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