+1,079.5%
MPC vs URI
+1,374.0%
-294.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -16.2% | -9.8% | -6.4% | -12.2% |
| 30D | -15.7% | +1.7% | -17.5% | -16.7% |
| 3M | +24.9% | -9.1% | +34.0% | +29.1% |
| 6M | +52.7% | +9.9% | +42.8% | +42.5% |
| YTD | +131.9% | +31.2% | +100.6% | +91.1% |
| 1Y | +96.6% | +25.9% | +70.7% | +65.0% |
| 3Y | +163.8% | +147.4% | +16.4% | +45.3% |
| 5Y | +533.1% | +179.7% | +353.4% | +205.5% |
| All | +1,079.5% | +1,374.0% | -294.5% | +135.8% |
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