+73.7%
MUB vs ULTA
+1,583.0%
-1,509.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -1.5% | -2.8% | +1.3% | -1.5% |
| 3M | -1.9% | +18.7% | -20.6% | -2.1% |
| 6M | -1.7% | -15.0% | +13.3% | -1.6% |
| YTD | -0.8% | -9.2% | +8.4% | -0.8% |
| 1Y | +1.5% | +5.7% | -4.2% | +1.4% |
| 3Y | +8.8% | +32.8% | -24.0% | +8.4% |
| 5Y | +2.0% | +46.0% | -44.0% | +1.6% |
| 10Y | +18.0% | +125.5% | -107.5% | +16.8% |
| All | +73.7% | +1,583.0% | -1,509.3% | +72.6% |
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