+114.8%
MTB vs URA
+121.0%
-6.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | +2.8% | +8.1% | -5.3% | +2.0% |
| 30D | -4.2% | +5.8% | -9.9% | -4.8% |
| 3M | +7.8% | +3.4% | +4.4% | +7.2% |
| 6M | +14.8% | -2.6% | +17.4% | +14.5% |
| YTD | +20.8% | +11.2% | +9.6% | +18.0% |
| 1Y | +23.1% | +19.8% | +3.3% | +18.5% |
| 3Y | +114.8% | +121.5% | -6.6% | +77.8% |
| All | +114.8% | +121.0% | -6.2% | +77.8% |
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