+302.4%
MXL vs ULTA
+132.3%
+170.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.5% | +6.6% |
| 7D | +18.9% | -3.1% | +21.9% | +20.4% |
| 30D | +0.3% | +2.8% | -2.5% | -1.9% |
| 3M | -8.0% | +14.8% | -22.8% | -15.5% |
| 6M | +341.2% | -16.2% | +357.5% | +365.5% |
| YTD | +327.8% | -9.6% | +337.5% | +334.8% |
| 1Y | +364.9% | +4.8% | +360.1% | +338.0% |
| 3Y | +229.2% | +30.7% | +198.5% | +166.9% |
| 5Y | +42.8% | +45.9% | -3.1% | +8.7% |
| All | +302.4% | +132.3% | +170.1% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling