+1,754.1%
ULTA vs MTCH
+572.8%
+1,181.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | -3.1% | +1.3% | -4.3% | -3.4% |
| 30D | +2.8% | +15.9% | -13.1% | -1.6% |
| 3M | +14.8% | +23.3% | -8.5% | +7.5% |
| 6M | -16.2% | +40.1% | -56.4% | -24.7% |
| YTD | -9.6% | +33.6% | -43.2% | -18.0% |
| 1Y | +4.8% | +14.1% | -9.3% | -0.5% |
| 3Y | +30.7% | +1.4% | +29.3% | +23.9% |
| 5Y | +45.9% | -73.1% | +119.0% | +95.1% |
| 10Y | +129.0% | +204.8% | -75.7% | +12.8% |
| All | +1,754.1% | +572.8% | +1,181.3% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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