+297.0%
MXL vs ULTA
+27.7%
+269.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.1% | -15.2% | -10.5% |
| 7D | -24.3% | +6.7% | -31.0% | -23.5% |
| 30D | -46.1% | +21.7% | -67.8% | -44.9% |
| 3M | -21.8% | +21.5% | -43.3% | -19.3% |
| 6M | -27.2% | +27.5% | -54.8% | -23.4% |
| YTD | +226.2% | +9.2% | +217.0% | +258.3% |
| 1Y | +297.0% | +27.9% | +269.1% | +312.1% |
| All | +297.0% | +27.7% | +269.3% | +312.1% |
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