+1,147.6%
MTZ vs ULTA
+1,924.4%
-776.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.7% |
| 7D | +5.0% | +2.5% | +2.5% | +4.3% |
| 30D | -6.0% | +11.5% | -17.5% | -9.3% |
| 3M | -36.1% | +28.1% | -64.3% | -41.0% |
| 6M | -56.9% | +34.2% | -91.1% | -60.9% |
| YTD | -15.9% | +9.2% | -25.1% | -19.7% |
| 1Y | -3.8% | +23.7% | -27.6% | -11.8% |
| 3Y | +272.3% | +69.2% | +203.1% | +203.1% |
| 5Y | +91.1% | +66.6% | +24.4% | +53.9% |
| 10Y | +426.0% | +176.6% | +249.4% | +246.5% |
| All | +1,147.6% | +1,924.4% | -776.8% | +395.0% |
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