+8,724.1%
MU vs ULTA
+1,919.6%
+6,804.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +12.2% |
| 7D | +2.0% | -0.2% | +2.3% | +2.2% |
| 30D | -18.0% | +16.1% | -34.1% | -22.3% |
| 3M | -6.6% | +21.7% | -28.3% | -13.5% |
| 6M | +2.0% | +28.7% | -26.7% | -7.8% |
| YTD | +184.5% | +8.9% | +175.5% | +168.9% |
| 1Y | +236.9% | +26.1% | +210.8% | +202.3% |
| 3Y | +987.0% | +69.1% | +917.8% | +748.6% |
| 5Y | +1,014.6% | +66.6% | +948.0% | +764.7% |
| 10Y | +4,609.2% | +175.9% | +4,433.3% | +2,699.5% |
| All | +8,724.1% | +1,919.6% | +6,804.6% | +1,866.8% |
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 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