+189.4%
MXL vs URA
+121.0%
+68.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +4.3% |
| 7D | +15.5% | +8.1% | +7.4% | +10.8% |
| 30D | -11.3% | +5.8% | -17.1% | -13.8% |
| 3M | -16.1% | +3.4% | -19.6% | -16.7% |
| 6M | +323.0% | -2.6% | +325.7% | +317.3% |
| YTD | +281.5% | +11.2% | +270.4% | +244.8% |
| 1Y | +319.3% | +19.8% | +299.5% | +254.7% |
| 3Y | +189.4% | +121.5% | +67.9% | +72.4% |
| All | +189.4% | +121.0% | +68.4% | +72.4% |
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