+1,519.0%
MTZ vs ULTA
+1,628.6%
-109.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +1.8% |
| 7D | -1.6% | +9.0% | -10.6% | -4.0% |
| 30D | -11.1% | +4.6% | -15.7% | -12.5% |
| 3M | -36.7% | +22.0% | -58.7% | -40.7% |
| 6M | -21.9% | -14.7% | -7.2% | -19.3% |
| YTD | +9.1% | -6.8% | +15.9% | +9.8% |
| 1Y | +30.0% | +6.5% | +23.4% | +25.1% |
| 3Y | +138.5% | +35.6% | +102.9% | +108.5% |
| 5Y | +158.3% | +47.6% | +110.7% | +116.0% |
| 10Y | +700.8% | +128.9% | +571.9% | +458.3% |
| All | +1,519.0% | +1,628.6% | -109.5% | +576.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling