+2,802.6%
MULL vs URA
+17.2%
+2,785.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.8% | +11.0% | +10.7% |
| 7D | +17.3% | +1.1% | +16.2% | +15.7% |
| 30D | +23.5% | +7.4% | +16.1% | +10.2% |
| 3M | -24.0% | -8.4% | -15.6% | -9.7% |
| 6M | +276.7% | -12.7% | +289.5% | +373.6% |
| YTD | +565.1% | +7.8% | +557.3% | +625.3% |
| 1Y | +2,802.6% | +19.5% | +2,783.1% | +3,492.5% |
| All | +2,802.6% | +17.2% | +2,785.3% | +3,492.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling