+191.4%
MKC vs URA
-49.7%
+241.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -7.0% | +2.9% | -9.9% | -7.3% |
| 30D | +4.1% | -10.8% | +14.9% | +4.9% |
| 3M | -10.3% | -25.5% | +15.2% | -8.4% |
| 6M | +1.7% | -41.2% | +42.9% | +5.7% |
| YTD | -29.1% | -21.3% | -7.8% | -28.8% |
| 1Y | -26.0% | -25.7% | -0.3% | -25.4% |
| 3Y | -21.5% | +43.1% | -64.5% | -28.4% |
| 5Y | -35.0% | +35.6% | -70.6% | -41.5% |
| 10Y | +25.6% | +281.3% | -255.7% | -10.4% |
| All | +191.4% | -49.7% | +241.1% | +164.9% |
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