+599.3%
MU vs ULTA
+5.1%
+594.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.8% |
| 7D | +2.0% | -3.9% | +5.9% | +2.3% |
| 30D | +12.5% | -1.1% | +13.6% | +13.1% |
| 3M | +9.6% | +13.8% | -4.2% | +7.9% |
| 6M | +142.6% | -17.2% | +159.8% | +152.8% |
| YTD | +242.7% | -11.5% | +254.1% | +242.3% |
| 1Y | +599.3% | +3.9% | +595.4% | +559.4% |
| All | +599.3% | +5.1% | +594.2% | +559.4% |
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