+320.7%
MUU vs ULTA
-14.4%
+335.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.9% | +5.2% |
| 7D | +15.0% | -1.8% | +16.8% | +14.5% |
| 30D | +36.8% | -1.2% | +38.0% | +39.7% |
| 3M | -8.5% | +13.4% | -21.9% | -4.8% |
| 6M | +320.7% | -15.6% | +336.4% | +316.6% |
| All | +320.7% | -14.4% | +335.2% | +316.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling