+808.8%
MU vs URA
+30.2%
+778.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.3% | -12.2% | -14.0% |
| 7D | -29.7% | -13.3% | -16.5% | -22.5% |
| 30D | -37.2% | -25.9% | -11.3% | -23.4% |
| 3M | -26.5% | -27.8% | +1.3% | -9.7% |
| 6M | +2.6% | -42.8% | +45.4% | +46.1% |
| YTD | +130.1% | -27.5% | +157.6% | +185.6% |
| 1Y | +176.7% | -35.1% | +211.8% | +262.7% |
| All | +808.8% | +30.2% | +778.6% | +639.3% |
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 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