+495.3%
MXL vs URA
-31.1%
+526.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +1.6% | +1.1% | +0.6% | +1.1% |
| 30D | -7.0% | +7.4% | -14.4% | -10.2% |
| 3M | -33.4% | -8.4% | -25.0% | -29.0% |
| 6M | +260.2% | -12.7% | +272.9% | +283.2% |
| YTD | +260.0% | +7.8% | +252.2% | +239.0% |
| 1Y | +303.5% | +19.5% | +284.0% | +254.6% |
| 3Y | +160.4% | +116.4% | +44.0% | +64.0% |
| 5Y | +14.7% | +134.3% | -119.6% | -33.3% |
| 10Y | +215.6% | +359.3% | -143.7% | +23.2% |
| All | +495.3% | -31.1% | +526.4% | +355.6% |
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