+475.1%
MULL vs ULTA
+27.7%
+447.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.1% | -17.8% | -13.4% |
| 7D | -35.9% | +6.7% | -42.6% | -35.6% |
| 30D | -47.3% | +21.7% | -69.1% | -47.4% |
| 3M | -30.6% | +21.5% | -52.1% | -30.0% |
| 6M | +13.7% | +27.5% | -13.8% | +13.3% |
| YTD | +272.1% | +9.2% | +262.9% | +264.0% |
| 1Y | +475.1% | +27.9% | +447.2% | +382.8% |
| All | +475.1% | +27.7% | +447.4% | +382.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling