+429.2%
MXL vs URA
-52.4%
+481.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.5% |
| 7D | +13.4% | -1.5% | +15.0% | +14.8% |
| 30D | -29.2% | -10.4% | -18.8% | -23.5% |
| 3M | -27.2% | -29.6% | +2.4% | -10.3% |
| 6M | -36.4% | -40.3% | +3.9% | -13.8% |
| YTD | +220.0% | -25.5% | +245.5% | +274.8% |
| 1Y | +304.8% | -26.4% | +331.2% | +375.9% |
| 3Y | +238.5% | +31.4% | +207.0% | +184.5% |
| 5Y | -18.8% | +28.6% | -47.4% | -32.9% |
| 10Y | +163.1% | +260.9% | -97.8% | +21.2% |
| All | +429.2% | -52.4% | +481.6% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling