+184.8%
MPC vs URI
+155.7%
+29.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -8.8% | -6.0% | -2.9% | -7.8% |
| 30D | -14.4% | +4.6% | -19.0% | -15.2% |
| 3M | +21.9% | -2.7% | +24.6% | +22.2% |
| 6M | +60.1% | +18.4% | +41.8% | +53.0% |
| YTD | +142.3% | +37.4% | +105.0% | +118.9% |
| 1Y | +101.7% | +30.4% | +71.3% | +85.0% |
| 3Y | +184.8% | +147.9% | +36.9% | +113.1% |
| All | +184.8% | +155.7% | +29.1% | +113.1% |
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