+265.1%
MU vs ULTA
+27.7%
+237.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -6.9% |
| 7D | -19.1% | +6.7% | -25.8% | -19.0% |
| 30D | -25.2% | +21.7% | -47.0% | -25.4% |
| 3M | -10.9% | +21.5% | -32.4% | -10.6% |
| 6M | +38.0% | +27.5% | +10.4% | +37.5% |
| YTD | +178.8% | +9.2% | +169.6% | +175.7% |
| 1Y | +265.1% | +27.9% | +237.3% | +233.8% |
| All | +265.1% | +27.7% | +237.5% | +233.8% |
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 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