+119.5%
MTB vs URA
+289.1%
-169.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +1.4% | -14.8% | +16.2% | +5.0% |
| 3M | -11.6% | -25.3% | +13.7% | -5.9% |
| 6M | +5.4% | -39.9% | +45.3% | +17.2% |
| YTD | +11.7% | -22.4% | +34.2% | +14.6% |
| 1Y | +20.5% | -29.0% | +49.5% | +26.0% |
| 3Y | +104.5% | +41.0% | +63.5% | +67.0% |
| 5Y | +65.1% | +38.3% | +26.7% | +30.3% |
| 10Y | +119.5% | +276.1% | -156.6% | +16.9% |
| All | +119.5% | +289.1% | -169.6% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling