+15.6%
USAR vs MULL
+2,040.8%
-2,025.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.3% | +3.4% | -3.9% |
| 7D | -9.3% | +3.6% | -12.9% | -10.3% |
| 30D | -15.2% | +22.0% | -37.2% | -19.7% |
| 3M | -21.1% | -8.6% | -12.5% | -25.6% |
| 6M | -21.6% | +248.5% | -270.1% | -44.5% |
| YTD | +34.8% | +516.3% | -481.5% | -16.5% |
| 1Y | +15.6% | +2,036.6% | -2,021.0% | -34.4% |
| All | +15.6% | +2,040.8% | -2,025.1% | -34.4% |
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