+166.3%
MTZ vs ULTA
+44.0%
+122.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 3M | -31.8% | +13.4% | -45.2% | -34.7% |
| 6M | -19.2% | -15.6% | -3.6% | -15.8% |
| YTD | +10.7% | -10.4% | +21.2% | +13.0% |
| 1Y | +37.5% | +5.5% | +32.1% | +32.7% |
| 3Y | +162.4% | +31.0% | +131.4% | +125.0% |
| 5Y | +166.3% | +41.8% | +124.5% | +108.8% |
| All | +166.3% | +44.0% | +122.3% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling