+19.9%
MDT vs URA
-32.2%
+52.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.1% |
| 7D | +10.7% | -10.5% | +21.3% | +10.7% |
| 30D | +19.3% | -18.6% | +37.9% | +19.3% |
| 3M | +22.8% | -23.0% | +45.8% | +22.7% |
| 6M | +36.4% | -40.3% | +76.7% | +38.1% |
| YTD | +12.1% | -23.5% | +35.5% | +11.5% |
| 1Y | +19.9% | -31.1% | +51.0% | +20.1% |
| All | +19.9% | -32.2% | +52.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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