+1,346.4%
MU vs ULTA
+44.0%
+1,302.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | +7.5% | -1.8% | +9.3% | +8.1% |
| 30D | +19.4% | -1.2% | +20.6% | +19.4% |
| 3M | +9.8% | +13.4% | -3.5% | +4.5% |
| 6M | +164.1% | -15.6% | +179.8% | +175.5% |
| YTD | +260.3% | -10.4% | +270.7% | +266.1% |
| 1Y | +661.2% | +5.5% | +655.7% | +624.6% |
| 3Y | +1,380.8% | +31.0% | +1,349.9% | +1,101.6% |
| 5Y | +1,346.4% | +41.8% | +1,304.6% | +959.5% |
| All | +1,346.4% | +44.0% | +1,302.3% | +959.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling