+1,079.5%
MPC vs URA
+278.3%
+801.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.6% |
| 7D | -16.2% | -4.1% | -12.1% | -15.1% |
| 30D | -15.7% | -19.0% | +3.3% | -10.2% |
| 3M | +24.9% | -25.1% | +50.0% | +35.3% |
| 6M | +52.7% | -44.5% | +97.1% | +80.9% |
| YTD | +131.9% | -24.3% | +156.2% | +137.0% |
| 1Y | +96.6% | -28.1% | +124.8% | +103.6% |
| 3Y | +163.8% | +40.7% | +123.1% | +88.6% |
| 5Y | +533.1% | +35.5% | +497.7% | +335.1% |
| All | +1,079.5% | +278.3% | +801.2% | +315.6% |
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