+846.9%
MU vs URA
+41.0%
+805.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +2.2% |
| 7D | -22.0% | -4.1% | -17.9% | -19.3% |
| 30D | -36.6% | -19.0% | -17.6% | -26.7% |
| 3M | -21.7% | -25.1% | +3.4% | -6.0% |
| 6M | +3.5% | -44.5% | +48.0% | +49.4% |
| YTD | +141.9% | -24.3% | +166.2% | +192.1% |
| 1Y | +189.8% | -28.1% | +218.0% | +259.0% |
| All | +846.9% | +41.0% | +805.9% | +652.3% |
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