+125.6%
ULTA vs MTB
+173.8%
-48.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +1.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +2.8% | -4.8% | +7.6% | +5.0% |
| 3M | +14.8% | +6.0% | +8.8% | +11.6% |
| 6M | -16.2% | +19.6% | -35.8% | -22.8% |
| YTD | -9.6% | +21.5% | -31.1% | -17.6% |
| 1Y | +4.8% | +24.7% | -19.9% | -5.9% |
| 3Y | +30.7% | +108.6% | -77.9% | -10.1% |
| 5Y | +45.9% | +106.7% | -60.8% | -5.2% |
| All | +125.6% | +173.8% | -48.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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