+267.3%
MP vs URA
+278.6%
-11.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | -0.4% |
| 7D | +2.3% | +2.9% | -0.6% | +0.2% |
| 30D | -15.3% | -10.8% | -4.5% | -7.3% |
| 3M | -33.5% | -25.5% | -8.0% | -16.6% |
| 6M | -45.5% | -41.2% | -4.3% | -18.3% |
| YTD | -27.3% | -21.3% | -6.0% | -10.6% |
| 1Y | -40.7% | -25.7% | -15.0% | -23.7% |
| 3Y | +145.9% | +43.1% | +102.8% | +92.2% |
| 5Y | -13.9% | +35.6% | -49.5% | -33.2% |
| All | +267.3% | +278.6% | -11.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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