+18.3%
USAR vs MDLN
-7.5%
+25.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.9% | -1.1% | -5.2% |
| 7D | -9.3% | -11.5% | +2.2% | -7.8% |
| 30D | -15.2% | -7.6% | -7.6% | -14.4% |
| 3M | -21.1% | -11.4% | -9.7% | -21.5% |
| 6M | -21.6% | -24.5% | +2.9% | -14.6% |
| YTD | +34.8% | -22.9% | +57.7% | +46.4% |
| All | +18.3% | -7.5% | +25.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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