+327.6%
MDT vs URA
-51.6%
+379.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.6% |
| 7D | +5.4% | -4.1% | +9.6% | +6.1% |
| 30D | +19.1% | -19.0% | +38.1% | +23.0% |
| 3M | +19.5% | -25.1% | +44.6% | +24.6% |
| 6M | +33.5% | -44.5% | +77.9% | +45.7% |
| YTD | +8.7% | -24.3% | +33.0% | +11.0% |
| 1Y | +16.8% | -28.1% | +44.9% | +20.0% |
| 3Y | +53.0% | +40.7% | +12.3% | +31.9% |
| 5Y | -2.9% | +35.5% | -38.3% | -18.3% |
| 10Y | +61.4% | +281.2% | -219.7% | -3.5% |
| All | +327.6% | -51.6% | +379.2% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling