+719.8%
MU vs ULTA
+6.6%
+713.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +6.0% |
| 7D | +9.0% | +9.0% | 0.0% | +8.5% |
| 30D | +13.8% | +4.6% | +9.2% | +14.0% |
| 3M | +2.1% | +22.0% | -19.9% | +0.2% |
| 6M | +153.8% | -14.7% | +168.5% | +164.5% |
| YTD | +256.4% | -6.8% | +263.1% | +255.3% |
| 1Y | +719.8% | +6.5% | +713.2% | +709.4% |
| All | +719.8% | +6.6% | +713.1% | +709.4% |
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