-18.3%
MKC vs URA
-32.2%
+13.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.3% |
| 7D | +9.6% | -10.5% | +20.1% | +8.3% |
| 30D | +12.0% | -18.6% | +30.7% | +9.8% |
| 3M | -2.0% | -23.0% | +21.0% | -4.4% |
| 6M | +7.2% | -40.3% | +47.5% | +3.0% |
| YTD | -23.7% | -23.5% | -0.3% | -24.1% |
| 1Y | -18.3% | -31.1% | +12.8% | -19.2% |
| All | -18.3% | -32.2% | +13.9% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling