-25.3%
USAR vs MULL
+1,303.2%
-1,328.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.7% |
| 7D | +8.8% | +43.3% | -34.5% | +1.1% |
| 30D | -28.5% | -37.4% | +9.0% | -23.3% |
| 3M | -56.2% | -36.8% | -19.3% | -53.6% |
| 6M | -68.4% | -36.9% | -31.6% | -68.3% |
| YTD | -32.2% | +250.7% | -282.8% | -47.9% |
| 1Y | -52.3% | +337.6% | -389.9% | -64.5% |
| All | -25.3% | +1,303.2% | -1,328.5% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling