+10,955.2%
MU vs ULTA
+1,628.6%
+9,326.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.7% |
| 7D | +9.0% | +9.0% | 0.0% | +5.9% |
| 30D | +13.8% | +4.6% | +9.2% | +11.4% |
| 3M | +2.1% | +22.0% | -19.9% | -5.5% |
| 6M | +153.8% | -14.7% | +168.5% | +162.7% |
| YTD | +256.4% | -6.8% | +263.1% | +256.8% |
| 1Y | +719.8% | +6.5% | +713.2% | +681.6% |
| 3Y | +1,360.4% | +35.6% | +1,324.8% | +1,133.5% |
| 5Y | +1,312.4% | +47.6% | +1,264.8% | +1,041.8% |
| 10Y | +6,142.6% | +128.9% | +6,013.7% | +3,859.5% |
| All | +10,955.2% | +1,628.6% | +9,326.7% | +2,510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling