+59.3%
USAR vs MDY
+43.2%
+16.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.0% | -5.3% |
| 7D | -9.3% | -2.5% | -6.8% | -7.5% |
| 30D | -15.2% | -5.0% | -10.1% | -11.6% |
| 3M | -21.1% | +0.5% | -21.6% | -20.4% |
| 6M | -21.6% | +8.0% | -29.6% | -22.8% |
| YTD | +34.8% | +12.2% | +22.6% | +31.7% |
| 1Y | +15.6% | +14.0% | +1.7% | +12.7% |
| 3Y | +57.7% | +48.2% | +9.6% | +57.4% |
| All | +59.3% | +43.2% | +16.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling