-40.7%
MP vs URA
-26.7%
-14.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | -0.7% |
| 7D | +2.3% | +2.9% | -0.6% | -0.5% |
| 30D | -15.3% | -10.8% | -4.5% | -4.8% |
| 3M | -33.5% | -25.5% | -8.0% | -10.9% |
| 6M | -45.5% | -41.2% | -4.3% | -7.9% |
| YTD | -27.3% | -21.3% | -6.0% | -12.8% |
| 1Y | -40.7% | -25.7% | -15.0% | -23.8% |
| All | -40.7% | -26.7% | -14.0% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling