+37.0%
MDT vs URA
+346.2%
-309.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.2% |
| 7D | -3.4% | -5.5% | +2.1% | -2.6% |
| 30D | +0.2% | -3.7% | +3.9% | +0.6% |
| 3M | +14.3% | -2.9% | +17.2% | +14.2% |
| 6M | +4.0% | -15.2% | +19.2% | +5.5% |
| YTD | -3.7% | +1.9% | -5.5% | -5.8% |
| 1Y | -0.4% | +6.9% | -7.3% | -4.4% |
| 3Y | +23.3% | +99.6% | -76.3% | +1.6% |
| 5Y | -18.9% | +101.2% | -120.0% | -36.0% |
| All | +37.0% | +346.2% | -309.2% | -26.6% |
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