+60.2%
MDT vs URA
+41.0%
+19.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -2.9% |
| 7D | +5.4% | -4.1% | +9.6% | +5.5% |
| 30D | +19.1% | -19.0% | +38.1% | +19.4% |
| 3M | +19.5% | -25.1% | +44.6% | +19.9% |
| 6M | +33.5% | -44.5% | +77.9% | +35.5% |
| YTD | +8.7% | -24.3% | +33.0% | +8.9% |
| 1Y | +16.8% | -28.1% | +44.9% | +17.1% |
| All | +60.2% | +41.0% | +19.2% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling