-49.8%
USAR vs MULL
+444.9%
-494.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.8% | +7.9% | -2.5% |
| 7D | -21.8% | -35.9% | +14.2% | -13.1% |
| 30D | -39.9% | -47.3% | +7.4% | -30.5% |
| 3M | -52.5% | -30.6% | -22.0% | -49.4% |
| 6M | -67.9% | +13.7% | -81.6% | -71.9% |
| YTD | -31.1% | +272.1% | -303.2% | -56.2% |
| 1Y | -49.8% | +475.1% | -524.9% | -70.6% |
| All | -49.8% | +444.9% | -494.7% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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