+292.3%
MDT vs URA
-31.1%
+323.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +9.5% | +7.4% | +2.1% | +8.0% |
| 3M | +16.0% | -8.4% | +24.4% | +17.0% |
| 6M | +0.2% | -12.7% | +12.9% | +1.4% |
| YTD | -0.3% | +7.8% | -8.1% | -3.7% |
| 1Y | +4.7% | +19.5% | -14.7% | -1.9% |
| 3Y | +26.5% | +116.4% | -89.9% | +1.3% |
| 5Y | -18.2% | +134.3% | -152.5% | -38.6% |
| 10Y | +40.0% | +359.3% | -319.2% | -17.7% |
| All | +292.3% | -31.1% | +323.4% | +216.9% |
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