+25.6%
MKC vs URA
+277.9%
-252.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -7.0% | +2.9% | -9.9% | -7.1% |
| 30D | +4.1% | -10.8% | +14.9% | +4.5% |
| 3M | -10.3% | -25.5% | +15.2% | -9.2% |
| 6M | +1.7% | -41.2% | +42.9% | +4.1% |
| YTD | -29.1% | -21.3% | -7.8% | -29.1% |
| 1Y | -26.0% | -25.7% | -0.3% | -25.7% |
| 3Y | -21.5% | +43.1% | -64.5% | -27.3% |
| 5Y | -35.0% | +35.6% | -70.6% | -40.4% |
| 10Y | +25.6% | +281.3% | -255.7% | -15.7% |
| All | +25.6% | +277.9% | -252.3% | -15.7% |
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