-26.4%
MKC vs URA
-29.3%
+2.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.0% |
| 7D | -3.0% | -1.5% | -1.4% | -3.1% |
| 30D | +4.8% | -10.4% | +15.2% | +3.7% |
| 3M | -12.8% | -29.6% | +16.8% | -15.7% |
| 6M | +5.0% | -40.3% | +45.3% | +0.8% |
| YTD | -29.1% | -25.5% | -3.6% | -29.2% |
| 1Y | -26.4% | -26.4% | 0.0% | -26.6% |
| All | -26.4% | -29.3% | +2.9% | -26.6% |
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