+1,762.4%
ULTA vs MTB
+338.4%
+1,424.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.4% |
| 7D | +0.7% | +2.8% | -2.1% | -0.6% |
| 30D | -2.8% | -4.2% | +1.4% | -1.0% |
| 3M | +18.7% | +7.8% | +10.9% | +14.4% |
| 6M | -15.0% | +14.8% | -29.8% | -20.5% |
| YTD | -9.2% | +20.8% | -30.0% | -17.3% |
| 1Y | +5.7% | +23.1% | -17.5% | -4.9% |
| 3Y | +32.8% | +114.8% | -82.1% | -10.8% |
| 5Y | +46.0% | +103.3% | -57.3% | -4.5% |
| 10Y | +125.5% | +173.0% | -47.5% | +19.1% |
| All | +1,762.4% | +338.4% | +1,424.0% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling