+2,581.4%
MULL vs URA
+68.7%
+2,512.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +7.2% |
| 7D | +14.8% | +5.7% | +9.0% | +6.0% |
| 30D | +36.6% | +5.6% | +31.0% | +25.1% |
| 3M | -8.9% | +6.2% | -15.1% | -10.7% |
| 6M | +311.9% | -8.2% | +320.2% | +397.2% |
| YTD | +579.8% | +9.7% | +570.2% | +585.9% |
| 1Y | +2,421.5% | +17.0% | +2,404.6% | +2,124.6% |
| All | +2,581.4% | +68.7% | +2,512.7% | +1,056.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling