+504.2%
MDT vs URI
+7,134.6%
-6,630.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | +3.2% | -2.0% | +5.2% | +3.5% |
| 30D | +9.5% | -12.9% | +22.5% | +11.8% |
| 3M | +16.0% | -6.7% | +22.7% | +16.8% |
| 6M | +0.2% | +19.0% | -18.8% | -3.2% |
| YTD | -0.3% | +25.5% | -25.8% | -4.8% |
| 1Y | +4.7% | +5.5% | -0.8% | +2.5% |
| 3Y | +26.5% | +111.3% | -84.8% | +9.4% |
| 5Y | -18.2% | +198.6% | -216.7% | -34.1% |
| 10Y | +40.0% | +1,179.9% | -1,139.9% | -12.6% |
| All | +504.2% | +7,134.6% | -6,630.4% | +138.6% |
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