-60.3%
MKTX vs URA
+121.8%
-182.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.3% |
| 7D | -0.2% | -1.5% | +1.4% | 0.0% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | +41.1% | +6.3% | +34.9% | +39.8% |
| 6M | -9.5% | -14.0% | +4.4% | -9.0% |
| YTD | -8.7% | +5.3% | -14.0% | -10.7% |
| 1Y | -10.0% | +11.7% | -21.6% | -13.6% |
| 3Y | -24.6% | +109.8% | -134.4% | -37.1% |
| 5Y | -60.3% | +108.0% | -168.2% | -68.5% |
| All | -60.3% | +121.8% | -182.1% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling