+5,744.5%
MU vs ULTA
+127.6%
+5,616.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.5% |
| 7D | +2.0% | -3.9% | +5.9% | +3.4% |
| 30D | +12.5% | -1.1% | +13.6% | +12.4% |
| 3M | +9.6% | +13.8% | -4.2% | +3.7% |
| 6M | +142.6% | -17.2% | +159.8% | +154.5% |
| YTD | +242.7% | -11.5% | +254.1% | +249.5% |
| 1Y | +599.3% | +3.9% | +595.4% | +570.0% |
| 3Y | +1,308.3% | +29.5% | +1,278.8% | +1,083.1% |
| 5Y | +1,263.7% | +42.9% | +1,220.8% | +980.3% |
| All | +5,744.5% | +127.6% | +5,616.9% | +3,408.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling