+54.5%
USAR vs MXL
+130.4%
-75.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.5% | -10.5% | -3.6% |
| 7D | -11.6% | +18.9% | -30.5% | -12.9% |
| 30D | -15.5% | +0.3% | -15.8% | -15.6% |
| 3M | -31.0% | -8.0% | -23.0% | -30.8% |
| 6M | -26.2% | +341.2% | -367.5% | -28.5% |
| YTD | +30.8% | +327.8% | -297.1% | +26.7% |
| 1Y | +7.1% | +364.9% | -357.8% | +3.7% |
| 3Y | +53.0% | +229.2% | -176.2% | +51.5% |
| All | +54.5% | +130.4% | -75.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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