+953.2%
MULL vs URA
+16.4%
+936.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.4% | +4.7% | +3.0% |
| 7D | -42.7% | -4.1% | -38.6% | -36.9% |
| 30D | -63.8% | -19.0% | -44.7% | -48.8% |
| 3M | -49.0% | -25.1% | -23.9% | -22.1% |
| 6M | -38.2% | -44.5% | +6.3% | +50.3% |
| YTD | +167.0% | -24.3% | +191.3% | +367.9% |
| 1Y | +247.7% | -28.1% | +275.8% | +551.9% |
| All | +953.2% | +16.4% | +936.8% | +688.6% |
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