+1,120.0%
MPC vs URI
+1,179.9%
-59.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 7D | +5.4% | -2.0% | +7.4% | +6.3% |
| 30D | +31.0% | -12.9% | +43.9% | +39.0% |
| 3M | +46.0% | -6.7% | +52.8% | +48.6% |
| 6M | +77.3% | +19.0% | +58.3% | +56.2% |
| YTD | +141.9% | +25.5% | +116.4% | +104.9% |
| 1Y | +120.9% | +5.5% | +115.4% | +102.2% |
| 3Y | +182.7% | +111.3% | +71.4% | +69.1% |
| 5Y | +646.4% | +198.6% | +447.9% | +246.7% |
| All | +1,120.0% | +1,179.9% | -59.9% | +153.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling