+254.1%
MP vs URI
+609.9%
-355.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.3% |
| 7D | -10.5% | -9.8% | -0.7% | -5.1% |
| 30D | -23.5% | +1.7% | -25.3% | -24.1% |
| 3M | -25.4% | -9.1% | -16.4% | -21.5% |
| 6M | -51.3% | +9.9% | -61.1% | -54.5% |
| YTD | -29.9% | +31.2% | -61.1% | -44.0% |
| 1Y | -31.8% | +25.9% | -57.8% | -44.0% |
| 3Y | +127.0% | +147.4% | -20.4% | +15.0% |
| 5Y | -3.3% | +179.7% | -183.0% | -57.4% |
| All | +254.1% | +609.9% | -355.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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