+1,120.0%
MPC vs URA
+359.3%
+760.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +5.4% | +1.1% | +4.4% | +5.0% |
| 30D | +31.0% | +7.4% | +23.6% | +27.2% |
| 3M | +46.0% | -8.4% | +54.4% | +48.3% |
| 6M | +77.3% | -12.7% | +90.0% | +79.3% |
| YTD | +141.9% | +7.8% | +134.1% | +122.3% |
| 1Y | +120.9% | +19.5% | +101.5% | +90.0% |
| 3Y | +182.7% | +116.4% | +66.3% | +74.5% |
| 5Y | +646.4% | +134.3% | +512.1% | +303.2% |
| All | +1,120.0% | +359.3% | +760.7% | +296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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