+2,802.6%
MULL vs ULTA
+6.6%
+2,796.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.3% | +10.6% | +11.7% |
| 7D | +17.3% | +9.0% | +8.3% | +16.4% |
| 30D | +23.5% | +4.6% | +18.9% | +23.7% |
| 3M | -24.0% | +22.0% | -46.0% | -26.9% |
| 6M | +276.7% | -14.7% | +291.4% | +308.3% |
| YTD | +565.1% | -6.8% | +571.8% | +559.5% |
| 1Y | +2,802.6% | +6.5% | +2,796.1% | +2,733.2% |
| All | +2,802.6% | +6.6% | +2,796.0% | +2,733.2% |
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 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