+174.8%
ULTA vs M
-7.1%
+181.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +2.5% | +7.0% | -4.6% | +0.4% |
| 30D | +11.5% | +8.9% | +2.6% | +8.7% |
| 3M | +28.1% | +4.5% | +23.6% | +26.2% |
| 6M | +34.2% | +36.2% | -2.0% | +21.9% |
| YTD | +9.2% | +15.1% | -5.9% | +3.3% |
| 1Y | +23.7% | +27.4% | -3.7% | +13.5% |
| 3Y | +69.2% | +160.1% | -91.0% | +17.6% |
| 5Y | +66.6% | -1.6% | +68.2% | +44.9% |
| All | +174.8% | -7.1% | +181.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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