+355.9%
MTB vs URA
-31.1%
+387.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.7% | +1.1% | +0.7% | +1.4% |
| 30D | -4.2% | +7.4% | -11.6% | -6.1% |
| 3M | +8.9% | -8.4% | +17.3% | +10.3% |
| 6M | +10.9% | -12.7% | +23.6% | +12.8% |
| YTD | +21.5% | +7.8% | +13.7% | +15.7% |
| 1Y | +21.9% | +19.5% | +2.5% | +11.3% |
| 3Y | +109.2% | +116.4% | -7.2% | +54.0% |
| 5Y | +102.0% | +134.3% | -32.3% | +37.8% |
| 10Y | +171.9% | +359.3% | -187.3% | +39.0% |
| All | +355.9% | -31.1% | +387.1% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling