+4,609.2%
MU vs URI
+1,246.1%
+3,363.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.2% | +7.7% | +9.7% |
| 7D | +2.0% | +2.6% | -0.6% | +1.4% |
| 30D | -18.0% | +9.1% | -27.0% | -21.1% |
| 3M | -6.6% | +1.0% | -7.6% | -6.8% |
| 6M | +2.0% | +23.3% | -21.3% | -7.3% |
| YTD | +184.5% | +43.3% | +141.2% | +129.4% |
| 1Y | +236.9% | +35.9% | +200.9% | +180.2% |
| 3Y | +987.0% | +158.6% | +828.3% | +534.4% |
| 5Y | +1,014.6% | +213.1% | +801.5% | +463.1% |
| 10Y | +4,609.2% | +1,213.1% | +3,396.1% | +1,104.9% |
| All | +4,609.2% | +1,246.1% | +3,363.1% | +1,104.9% |
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