+34.8%
MXL vs URA
+132.7%
-97.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +8.3% |
| 7D | +19.0% | +5.7% | +13.3% | +15.3% |
| 30D | +4.5% | +5.6% | -1.1% | +1.4% |
| 3M | -1.5% | +6.2% | -7.7% | -3.2% |
| 6M | +348.6% | -8.2% | +356.9% | +362.2% |
| YTD | +310.3% | +9.7% | +300.6% | +277.2% |
| 1Y | +344.7% | +17.0% | +327.7% | +286.3% |
| 3Y | +211.2% | +118.5% | +92.7% | +82.2% |
| 5Y | +34.8% | +134.3% | -99.5% | -25.4% |
| All | +34.8% | +132.7% | -97.9% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling