+48.4%
USAR vs MULL
+2,366.2%
-2,317.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.3% | +3.4% | -4.3% |
| 7D | -9.3% | +3.6% | -12.9% | -10.1% |
| 30D | -15.2% | +22.0% | -37.2% | -18.9% |
| 3M | -21.1% | -8.6% | -12.5% | -24.2% |
| 6M | -21.6% | +248.5% | -270.1% | -39.4% |
| YTD | +34.8% | +516.3% | -481.5% | -4.6% |
| 1Y | +15.6% | +2,036.6% | -2,021.0% | -29.4% |
| All | +48.4% | +2,366.2% | -2,317.7% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling