+60.0%
MDT vs URA
+289.1%
-229.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.7% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +14.8% | -14.8% | +29.6% | +17.1% |
| 3M | +14.6% | -25.3% | +39.9% | +18.8% |
| 6M | +35.7% | -39.9% | +75.6% | +44.6% |
| YTD | +8.5% | -22.4% | +30.9% | +9.8% |
| 1Y | +13.3% | -29.0% | +42.2% | +16.1% |
| 3Y | +58.6% | +41.0% | +17.6% | +37.8% |
| 5Y | -2.6% | +38.3% | -40.9% | -17.5% |
| 10Y | +60.0% | +276.1% | -216.1% | -18.8% |
| All | +60.0% | +289.1% | -229.1% | -18.8% |
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