+822.0%
MU vs URI
+178.2%
+643.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.1% | -10.3% | -13.5% |
| 7D | -29.7% | -12.9% | -16.8% | -23.7% |
| 30D | -37.2% | -3.4% | -33.8% | -35.8% |
| 3M | -26.5% | -10.0% | -16.5% | -22.0% |
| 6M | +2.6% | +12.2% | -9.6% | -2.1% |
| YTD | +130.1% | +29.8% | +100.4% | +94.7% |
| 1Y | +176.7% | +24.6% | +152.1% | +140.4% |
| 3Y | +813.1% | +137.6% | +675.5% | +440.7% |
| 5Y | +822.0% | +176.6% | +645.3% | +354.3% |
| All | +822.0% | +178.2% | +643.8% | +354.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling