+103.3%
MTB vs URA
+131.0%
-27.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | +2.8% | +8.1% | -5.3% | +1.4% |
| 30D | -4.2% | +5.8% | -9.9% | -5.2% |
| 3M | +7.8% | +3.4% | +4.4% | +6.7% |
| 6M | +14.8% | -2.6% | +17.4% | +14.1% |
| YTD | +20.8% | +11.2% | +9.6% | +16.2% |
| 1Y | +23.1% | +19.8% | +3.3% | +15.5% |
| 3Y | +114.8% | +121.5% | -6.6% | +69.3% |
| 5Y | +103.3% | +134.5% | -31.2% | +54.1% |
| All | +103.3% | +131.0% | -27.7% | +54.1% |
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