+30.3%
MKC vs URA
+369.2%
-339.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -4.3% | +5.7% | -10.0% | -4.6% |
| 30D | -3.1% | +5.6% | -8.7% | -3.4% |
| 3M | +6.8% | +6.2% | +0.6% | +6.3% |
| 6M | -18.3% | -8.2% | -10.1% | -18.2% |
| YTD | -23.1% | +9.7% | -32.7% | -24.1% |
| 1Y | -23.7% | +17.0% | -40.7% | -25.6% |
| 3Y | -31.0% | +118.5% | -149.5% | -37.8% |
| 5Y | -33.5% | +134.3% | -167.9% | -42.1% |
| 10Y | +30.3% | +377.5% | -347.2% | -7.1% |
| All | +30.3% | +369.2% | -339.0% | -7.1% |
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