+855.4%
MU vs URI
+138.8%
+716.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.5% |
| 7D | -22.0% | -9.8% | -12.2% | -16.8% |
| 30D | -36.6% | +1.7% | -38.3% | -36.7% |
| 3M | -21.7% | -9.1% | -12.7% | -17.2% |
| 6M | +3.5% | +9.9% | -6.3% | +0.3% |
| YTD | +141.9% | +31.2% | +110.7% | +104.2% |
| 1Y | +189.8% | +25.9% | +163.9% | +151.8% |
| 3Y | +855.4% | +147.4% | +708.0% | +480.7% |
| All | +855.4% | +138.8% | +716.6% | +480.7% |
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