+171.0%
MDY vs URA
+277.9%
-107.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +0.2% | +2.9% | -2.7% | -0.6% |
| 30D | +2.1% | -10.8% | +13.0% | +5.2% |
| 3M | -3.6% | -25.5% | +21.9% | +4.0% |
| 6M | +1.7% | -41.2% | +42.9% | +16.4% |
| YTD | +13.8% | -21.3% | +35.1% | +17.7% |
| 1Y | +15.5% | -25.7% | +41.2% | +21.1% |
| 3Y | +58.3% | +43.1% | +15.3% | +28.1% |
| 5Y | +37.4% | +35.6% | +1.8% | +8.6% |
| 10Y | +171.0% | +281.3% | -110.3% | +30.8% |
| All | +171.0% | +277.9% | -107.0% | +30.8% |
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