+259.1%
MP vs URA
+268.0%
-8.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -4.3% |
| 7D | -12.5% | -10.5% | -2.0% | -4.9% |
| 30D | -23.3% | -18.6% | -4.7% | -10.2% |
| 3M | -24.4% | -23.0% | -1.3% | -7.5% |
| 6M | -45.8% | -40.3% | -5.5% | -19.6% |
| YTD | -28.9% | -23.5% | -5.4% | -10.8% |
| 1Y | -34.6% | -31.1% | -3.5% | -11.1% |
| 3Y | +118.7% | +38.3% | +80.4% | +75.1% |
| 5Y | -3.1% | +34.6% | -37.7% | -23.9% |
| All | +259.1% | +268.0% | -8.9% | +19.2% |
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