+70.1%
MDT vs URA
+266.3%
-196.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +1.0% | -1.5% | +2.6% | +1.2% |
| 30D | +9.2% | -10.4% | +19.6% | +10.6% |
| 3M | +14.5% | -29.6% | +44.1% | +19.7% |
| 6M | +37.3% | -40.3% | +77.6% | +46.3% |
| YTD | +9.8% | -25.5% | +35.3% | +11.8% |
| 1Y | +10.5% | -26.4% | +37.0% | +12.5% |
| 3Y | +57.4% | +31.4% | +26.0% | +38.5% |
| 5Y | +1.2% | +28.6% | -27.4% | -13.1% |
| All | +70.1% | +266.3% | -196.1% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling