+69.4%
USAR vs MKC
-34.9%
+104.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.7% |
| 7D | -4.4% | -4.3% | -0.1% | -5.9% |
| 30D | -10.4% | -3.1% | -7.3% | -11.3% |
| 3M | -18.4% | +6.8% | -25.2% | -15.8% |
| 6M | -8.8% | -18.3% | +9.5% | -11.7% |
| YTD | +43.4% | -23.1% | +66.4% | +37.3% |
| 1Y | +21.0% | -23.7% | +44.7% | +16.4% |
| 3Y | +67.7% | -31.0% | +98.8% | +59.4% |
| All | +69.4% | -34.9% | +104.3% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling