-49.8%
USAR vs MKC
-18.2%
-31.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.4% | -11.3% | -2.4% |
| 7D | -21.8% | +9.6% | -31.4% | -16.8% |
| 30D | -39.9% | +12.0% | -52.0% | -35.1% |
| 3M | -52.5% | -2.0% | -50.5% | -52.8% |
| 6M | -67.9% | +7.2% | -75.1% | -65.3% |
| YTD | -31.1% | -23.7% | -7.3% | -42.2% |
| 1Y | -49.8% | -18.3% | -31.5% | -55.6% |
| All | -49.8% | -18.2% | -31.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling