-48.3%
MUZ vs ULTA
+42.5%
-90.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +4.1% | +10.2% | +12.1% |
| 7D | +47.2% | +6.7% | +40.5% | +42.7% |
| 30D | +57.1% | +21.7% | +35.3% | +47.4% |
| 3M | -5.3% | +21.5% | -26.8% | -15.6% |
| All | -48.3% | +42.5% | -90.8% | -51.0% |
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 · Available span rolling