+166.4%
MTZ vs ULTA
+30.1%
+136.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | +2.3% | -1.8% | +4.1% | +2.7% |
| 30D | -10.3% | -1.2% | -9.0% | -10.2% |
| 3M | -31.8% | +13.4% | -45.2% | -34.2% |
| 6M | -19.2% | -15.6% | -3.6% | -15.9% |
| YTD | +10.7% | -10.4% | +21.2% | +13.1% |
| 1Y | +37.5% | +5.5% | +32.1% | +33.5% |
| All | +166.4% | +30.1% | +136.4% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling