+58.1%
MP vs URI
+200.7%
-142.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | -2.9% | -2.0% | -0.9% | -1.8% |
| 30D | +13.8% | -12.9% | +26.8% | +23.2% |
| 3M | -16.7% | -6.7% | -10.0% | -14.1% |
| 6M | -11.5% | +19.0% | -30.5% | -24.4% |
| YTD | +7.9% | +25.5% | -17.6% | -12.9% |
| 1Y | -15.0% | +5.5% | -20.6% | -22.8% |
| 3Y | +153.5% | +111.3% | +42.2% | +30.7% |
| All | +58.1% | +200.7% | -142.5% | -42.4% |
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