+2,421.5%
MULL vs URA
+18.3%
+2,403.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +7.2% |
| 7D | +14.8% | +5.7% | +9.0% | +5.9% |
| 30D | +36.6% | +5.6% | +31.0% | +24.8% |
| 3M | -8.9% | +6.2% | -15.1% | -11.5% |
| 6M | +311.9% | -8.2% | +320.2% | +387.1% |
| YTD | +579.8% | +9.7% | +570.2% | +621.1% |
| 1Y | +2,421.5% | +17.0% | +2,404.6% | +2,853.8% |
| All | +2,421.5% | +18.3% | +2,403.2% | +2,853.8% |
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