+180.6%
MPC vs URI
+113.1%
+67.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +5.4% | -2.0% | +7.4% | +5.8% |
| 30D | +31.0% | -12.9% | +43.9% | +34.2% |
| 3M | +46.0% | -6.7% | +52.8% | +47.1% |
| 6M | +77.3% | +19.0% | +58.3% | +67.9% |
| YTD | +141.9% | +25.5% | +116.4% | +123.4% |
| 1Y | +120.9% | +5.5% | +115.4% | +113.9% |
| All | +180.6% | +113.1% | +67.5% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling