+274.2%
MXL vs URA
+361.2%
-87.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +0.9% | -0.8% |
| 7D | +16.6% | -1.5% | +18.2% | +17.7% |
| 30D | +0.5% | -0.4% | +0.8% | +0.7% |
| 3M | -3.6% | +6.3% | -9.9% | -5.0% |
| 6M | +328.0% | -14.0% | +342.0% | +359.8% |
| YTD | +297.8% | +5.3% | +292.5% | +275.2% |
| 1Y | +339.4% | +11.7% | +327.7% | +292.9% |
| 3Y | +201.7% | +109.8% | +91.9% | +80.6% |
| 5Y | +32.8% | +108.0% | -75.2% | -24.0% |
| All | +274.2% | +361.2% | -87.0% | +22.9% |
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