+2,581.4%
MULL vs ULTA
+41.6%
+2,539.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +6.0% |
| 7D | +14.8% | -1.8% | +16.6% | +15.8% |
| 30D | +36.6% | -1.2% | +37.8% | +36.4% |
| 3M | -8.9% | +13.4% | -22.3% | -15.9% |
| 6M | +311.9% | -15.6% | +327.6% | +342.0% |
| YTD | +579.8% | -10.4% | +590.3% | +590.0% |
| 1Y | +2,421.5% | +5.5% | +2,416.1% | +2,171.1% |
| All | +2,581.4% | +41.6% | +2,539.8% | +1,630.8% |
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