+4.8%
ULTA vs MTB
+24.6%
-19.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +2.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +2.8% | -4.8% | +7.6% | +4.2% |
| 3M | +14.8% | +6.0% | +8.8% | +12.6% |
| 6M | -16.2% | +19.6% | -35.8% | -20.6% |
| YTD | -9.6% | +21.5% | -31.1% | -14.4% |
| 1Y | +4.8% | +24.7% | -19.9% | -3.9% |
| All | +4.8% | +24.6% | -19.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling