+254.1%
MP vs URA
+264.0%
-9.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.6% | +1.6% |
| 7D | -10.5% | -4.1% | -6.4% | -7.5% |
| 30D | -23.5% | -19.0% | -4.5% | -10.0% |
| 3M | -25.4% | -25.1% | -0.3% | -6.9% |
| 6M | -51.3% | -44.5% | -6.8% | -23.7% |
| YTD | -29.9% | -24.3% | -5.6% | -11.2% |
| 1Y | -31.8% | -28.1% | -3.7% | -9.9% |
| 3Y | +127.0% | +40.7% | +86.3% | +79.7% |
| 5Y | -3.3% | +35.5% | -38.7% | -24.1% |
| All | +254.1% | +264.0% | -9.9% | +18.7% |
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