+3,132.1%
MPC vs URI
+4,794.6%
-1,662.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.4% | -3.7% | -6.4% |
| 7D | -10.9% | -4.3% | -6.6% | -9.3% |
| 30D | -9.4% | +4.6% | -14.0% | -11.3% |
| 3M | +26.0% | -2.1% | +28.1% | +26.0% |
| 6M | +56.5% | +21.9% | +34.6% | +41.4% |
| YTD | +144.3% | +39.7% | +104.6% | +102.1% |
| 1Y | +117.2% | +32.9% | +84.4% | +83.2% |
| 3Y | +176.3% | +155.8% | +20.5% | +67.5% |
| 5Y | +590.5% | +202.4% | +388.0% | +271.8% |
| 10Y | +1,183.8% | +1,517.7% | -333.9% | +241.8% |
| All | +3,132.1% | +4,794.6% | -1,662.5% | +357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling