+1,397.6%
MUU vs URA
+23.6%
+1,374.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +1.5% | +22.7% | +22.1% |
| 7D | -2.5% | +2.9% | -5.4% | -2.5% |
| 30D | -39.7% | -10.8% | -28.9% | -25.3% |
| 3M | -27.4% | -25.5% | -1.9% | +12.3% |
| 6M | -38.4% | -41.2% | +2.8% | +38.7% |
| YTD | +276.4% | -21.3% | +297.7% | +524.6% |
| 1Y | +390.7% | -25.7% | +416.4% | +772.3% |
| All | +1,397.6% | +23.6% | +1,374.0% | +957.9% |
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