-45.8%
MP vs URI
+18.5%
-64.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -3.4% |
| 7D | -12.5% | -4.3% | -8.2% | -11.0% |
| 30D | -23.3% | +4.6% | -27.9% | -24.2% |
| 3M | -24.4% | -2.1% | -22.2% | -24.1% |
| 6M | -45.8% | +21.9% | -67.7% | -47.3% |
| All | -45.8% | +18.5% | -64.3% | -47.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling