-7.8%
MP vs URI
+178.2%
-186.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.1% | +1.1% | -1.9% |
| 7D | -19.0% | -12.9% | -6.0% | -12.1% |
| 30D | -30.5% | -3.4% | -27.1% | -28.9% |
| 3M | -29.6% | -10.0% | -19.6% | -25.3% |
| 6M | -50.4% | +12.2% | -62.6% | -54.4% |
| YTD | -33.2% | +29.8% | -63.0% | -46.9% |
| 1Y | -38.6% | +24.6% | -63.2% | -49.8% |
| 3Y | +105.5% | +137.6% | -32.1% | -1.5% |
| 5Y | -7.8% | +176.6% | -184.5% | -61.1% |
| All | -7.8% | +178.2% | -186.0% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling