+435.9%
MDY vs URA
-31.1%
+467.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.1% | +1.1% | -0.9% | -0.2% |
| 30D | -1.5% | +7.4% | -8.9% | -3.8% |
| 3M | +0.8% | -8.4% | +9.2% | +2.6% |
| 6M | +7.4% | -12.7% | +20.1% | +10.0% |
| YTD | +15.2% | +7.8% | +7.4% | +9.4% |
| 1Y | +16.5% | +19.5% | -2.9% | +5.5% |
| 3Y | +46.8% | +116.4% | -69.6% | +5.1% |
| 5Y | +46.0% | +134.3% | -88.2% | -3.5% |
| 10Y | +172.1% | +359.3% | -187.2% | +30.9% |
| All | +435.9% | -31.1% | +467.0% | +324.8% |
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 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