+1,362.4%
MU vs URA
+114.7%
+1,247.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.6% |
| 7D | +9.0% | +1.1% | +7.9% | +8.3% |
| 30D | +13.8% | +7.4% | +6.4% | +8.4% |
| 3M | +2.1% | -8.4% | +10.5% | +7.9% |
| 6M | +153.8% | -12.7% | +166.5% | +173.3% |
| YTD | +256.4% | +7.8% | +248.6% | +243.7% |
| 1Y | +719.8% | +19.5% | +700.3% | +632.8% |
| All | +1,362.4% | +114.7% | +1,247.7% | +896.7% |
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