+2,116.6%
MCK vs URI
+6,986.0%
-4,869.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.9% | -2.1% | -0.9% | -2.6% |
| 30D | +0.4% | -12.4% | +12.8% | +2.2% |
| 3M | +12.1% | -7.3% | +19.4% | +12.9% |
| 6M | -5.4% | +27.2% | -32.6% | -9.5% |
| YTD | +7.8% | +23.0% | -15.2% | +3.2% |
| 1Y | +22.9% | +3.9% | +19.0% | +20.4% |
| 3Y | +110.7% | +121.6% | -10.9% | +80.0% |
| 5Y | +346.2% | +201.1% | +145.1% | +256.3% |
| 10Y | +440.1% | +1,219.0% | -778.8% | +231.8% |
| All | +2,116.6% | +6,986.0% | -4,869.5% | +720.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 all: compounded portfolio wealth divided by compounded URI 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…
all analysis · Full analysis span regression · 6 months rolling