+259.1%
MP vs URI
+655.8%
-396.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -2.6% |
| 7D | -12.5% | -4.3% | -8.2% | -10.3% |
| 30D | -23.3% | +4.6% | -27.9% | -25.1% |
| 3M | -24.4% | -2.1% | -22.2% | -23.6% |
| 6M | -45.8% | +21.9% | -67.7% | -52.3% |
| YTD | -28.9% | +39.7% | -68.6% | -45.2% |
| 1Y | -34.6% | +32.9% | -67.4% | -47.9% |
| 3Y | +118.7% | +155.8% | -37.1% | +9.0% |
| 5Y | -3.1% | +202.4% | -205.5% | -59.2% |
| All | +259.1% | +655.8% | -396.7% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling