+1,106.2%
MPC vs URI
+1,313.6%
-207.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.9% | -2.3% | +1.5% |
| 7D | -9.4% | -4.0% | -5.4% | -7.7% |
| 30D | -14.3% | +6.8% | -21.1% | -17.2% |
| 3M | +31.1% | -2.8% | +33.9% | +31.5% |
| 6M | +60.3% | +20.9% | +39.4% | +43.1% |
| YTD | +142.5% | +40.2% | +102.3% | +93.5% |
| 1Y | +104.6% | +34.1% | +70.5% | +66.6% |
| 3Y | +191.7% | +164.1% | +27.6% | +54.9% |
| 5Y | +549.2% | +199.3% | +349.9% | +200.9% |
| 10Y | +1,106.2% | +1,218.8% | -112.6% | +125.9% |
| All | +1,106.2% | +1,313.6% | -207.4% | +125.9% |
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