+4,277.4%
MU vs URI
+1,189.1%
+3,088.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | -15.2% | -6.0% | -9.2% | -11.8% |
| 30D | -29.5% | +4.6% | -34.1% | -30.8% |
| 3M | -15.8% | -2.7% | -13.1% | -14.4% |
| 6M | -2.9% | +18.4% | -21.2% | -10.0% |
| YTD | +154.2% | +37.4% | +116.9% | +109.4% |
| 1Y | +186.6% | +30.4% | +156.2% | +143.3% |
| 3Y | +871.5% | +147.9% | +723.6% | +478.7% |
| 5Y | +911.7% | +202.1% | +709.6% | +419.9% |
| 10Y | +4,277.4% | +1,182.4% | +3,094.9% | +1,044.3% |
| All | +4,277.4% | +1,189.1% | +3,088.3% | +1,044.3% |
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