+57.9%
USAR vs MULL
+2,620.5%
-2,562.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.8% | -4.4% |
| 7D | -4.4% | +14.8% | -19.2% | -7.0% |
| 30D | -10.4% | +36.6% | -47.0% | -16.0% |
| 3M | -18.4% | -8.9% | -9.5% | -21.8% |
| 6M | -8.8% | +311.9% | -320.8% | -31.4% |
| YTD | +43.4% | +579.8% | -536.5% | -0.3% |
| 1Y | +21.0% | +2,421.5% | -2,400.6% | -27.9% |
| All | +57.9% | +2,620.5% | -2,562.6% | -8.0% |
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 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