+200.5%
MKC vs URA
-51.6%
+252.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -3.7% |
| 7D | +2.3% | -4.1% | +6.5% | +2.6% |
| 30D | +8.1% | -19.0% | +27.1% | +9.8% |
| 3M | -6.4% | -25.1% | +18.7% | -4.5% |
| 6M | +1.8% | -44.5% | +46.3% | +6.3% |
| YTD | -26.9% | -24.3% | -2.6% | -26.4% |
| 1Y | -21.7% | -28.1% | +6.4% | -20.9% |
| 3Y | -18.7% | +40.7% | -59.4% | -25.9% |
| 5Y | -32.8% | +35.5% | -68.3% | -39.7% |
| 10Y | +27.0% | +281.2% | -254.2% | -9.7% |
| All | +200.5% | -51.6% | +252.1% | +174.0% |
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