-21.7%
MKTX vs URA
+35.4%
-57.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.2% | -1.5% | +1.8% | +0.3% |
| 30D | +0.9% | -10.4% | +11.3% | +0.9% |
| 3M | +2.6% | -29.6% | +32.2% | +2.7% |
| 6M | +20.4% | -40.3% | +60.7% | +19.6% |
| YTD | -7.1% | -25.5% | +18.4% | -7.2% |
| 1Y | -2.8% | -26.4% | +23.7% | -2.9% |
| 3Y | -21.7% | +31.4% | -53.2% | -20.3% |
| All | -21.7% | +35.4% | -57.1% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling