-45.1%
USAR vs MULL
+322.2%
-367.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +2.4% |
| 7D | -0.8% | +24.5% | -25.3% | -6.7% |
| 30D | -20.9% | -35.5% | +14.6% | -14.3% |
| 3M | -56.2% | -44.8% | -11.4% | -51.4% |
| 6M | -67.9% | -45.5% | -22.4% | -67.6% |
| YTD | -31.4% | +232.5% | -264.0% | -56.9% |
| 1Y | -45.1% | +343.3% | -388.3% | -66.9% |
| All | -45.1% | +322.2% | -367.2% | -66.9% |
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