+1,311.3%
MU vs ULTA
+28.6%
+1,282.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.7% |
| 7D | +2.0% | -3.9% | +5.9% | +2.9% |
| 30D | +12.5% | -1.1% | +13.6% | +12.6% |
| 3M | +9.6% | +13.8% | -4.2% | +6.0% |
| 6M | +142.6% | -17.2% | +159.8% | +151.9% |
| YTD | +242.7% | -11.5% | +254.1% | +247.8% |
| 1Y | +599.3% | +3.9% | +595.4% | +577.3% |
| All | +1,311.3% | +28.6% | +1,282.7% | +1,044.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling