+453.7%
MP vs URA
+434.6%
+19.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | -0.8% |
| 7D | +3.0% | +8.1% | -5.1% | -2.9% |
| 30D | +8.3% | +5.8% | +2.6% | +3.7% |
| 3M | -3.8% | +3.4% | -7.3% | -5.9% |
| 6M | -4.9% | -2.6% | -2.3% | -1.9% |
| YTD | +9.6% | +11.2% | -1.6% | +3.5% |
| 1Y | -11.7% | +19.8% | -31.6% | -19.5% |
| 3Y | +158.5% | +121.5% | +37.0% | +44.3% |
| 5Y | +68.9% | +134.5% | -65.5% | -12.2% |
| All | +453.7% | +434.6% | +19.1% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling