+75.4%
USAR vs MKC
-34.3%
+109.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | +2.3% | -4.3% | +6.7% | +0.7% |
| 30D | -8.6% | -2.0% | -6.6% | -9.2% |
| 3M | -20.5% | +10.0% | -30.5% | -17.2% |
| 6M | +1.2% | -18.5% | +19.7% | -1.9% |
| YTD | +48.4% | -22.4% | +70.8% | +42.6% |
| 1Y | +30.6% | -23.6% | +54.2% | +25.9% |
| 3Y | +73.6% | -30.4% | +104.1% | +65.5% |
| All | +75.4% | -34.3% | +109.7% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling