+938.2%
MU vs URA
+25.6%
+912.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.6% |
| 7D | +12.8% | -1.5% | +14.3% | +13.9% |
| 30D | -14.9% | -10.4% | -4.4% | -8.6% |
| 3M | -18.0% | -29.6% | +11.6% | -0.3% |
| 6M | -3.1% | -40.3% | +37.2% | +30.0% |
| YTD | +172.9% | -25.5% | +198.4% | +226.4% |
| 1Y | +228.8% | -26.4% | +255.3% | +295.3% |
| 3Y | +950.8% | +31.4% | +919.4% | +807.8% |
| All | +938.2% | +25.6% | +912.6% | +711.3% |
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 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