+1,171.8%
MPC vs URI
+1,173.3%
-1.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +11.2% | +6.7% | +4.5% | +7.9% |
| 30D | -14.5% | +8.9% | -23.4% | -18.1% |
| 3M | +16.7% | +0.5% | +16.1% | +15.3% |
| 6M | +67.6% | +20.7% | +46.9% | +49.7% |
| YTD | +157.9% | +40.0% | +117.9% | +105.9% |
| 1Y | +116.7% | +34.4% | +82.3% | +76.1% |
| 3Y | +199.8% | +149.5% | +50.3% | +64.1% |
| 5Y | +604.4% | +205.6% | +398.8% | +222.0% |
| All | +1,171.8% | +1,173.3% | -1.6% | +140.5% |
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