+1,754.1%
ULTA vs MKTX
+1,188.9%
+565.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | +2.8% | +0.7% | +2.1% | +2.6% |
| 3M | +14.8% | +40.8% | -26.0% | +3.2% |
| 6M | -16.2% | -8.0% | -8.2% | -15.6% |
| YTD | -9.6% | -8.7% | -0.9% | -9.0% |
| 1Y | +4.8% | -11.8% | +16.6% | +6.2% |
| 3Y | +30.7% | -24.0% | +54.7% | +32.6% |
| 5Y | +45.9% | -60.3% | +106.2% | +74.0% |
| 10Y | +129.0% | +5.0% | +124.1% | +88.1% |
| All | +1,754.1% | +1,188.9% | +565.2% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling