+22.1%
MTZ vs ULTA
+5.1%
+17.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.5% |
| 7D | 0.0% | -3.9% | +3.8% | +0.2% |
| 30D | -14.8% | -1.1% | -13.8% | -14.5% |
| 3M | -30.8% | +13.8% | -44.6% | -31.6% |
| 6M | -22.6% | -17.2% | -5.4% | -19.7% |
| YTD | +6.8% | -11.5% | +18.3% | +10.0% |
| 1Y | +22.1% | +3.9% | +18.2% | +27.9% |
| All | +22.1% | +5.1% | +17.0% | +27.9% |
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 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