+326.8%
MDT vs URA
-49.7%
+376.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -3.2% | +2.9% | -6.1% | -3.7% |
| 30D | +10.5% | -10.8% | +21.3% | +12.4% |
| 3M | +13.0% | -25.5% | +38.5% | +18.0% |
| 6M | +38.7% | -41.2% | +79.9% | +50.0% |
| YTD | +8.5% | -21.3% | +29.8% | +10.0% |
| 1Y | +10.0% | -25.7% | +35.7% | +12.5% |
| 3Y | +58.6% | +43.1% | +15.5% | +36.5% |
| 5Y | -0.3% | +35.6% | -35.9% | -15.8% |
| 10Y | +61.3% | +281.3% | -220.0% | -3.3% |
| All | +326.8% | -49.7% | +376.4% | +261.9% |
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