+59.3%
USAR vs MXL
+114.3%
-55.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -2.9% | -5.7% |
| 7D | -9.3% | +16.6% | -26.0% | -10.5% |
| 30D | -15.2% | +0.5% | -15.6% | -15.2% |
| 3M | -21.1% | -3.6% | -17.5% | -20.6% |
| 6M | -21.6% | +328.0% | -349.6% | -23.5% |
| YTD | +34.8% | +297.8% | -263.0% | +31.4% |
| 1Y | +15.6% | +339.4% | -323.8% | +12.7% |
| 3Y | +57.7% | +201.7% | -144.0% | +57.1% |
| All | +59.3% | +114.3% | -55.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling