+8,587.6%
MU vs URI
+7,134.6%
+1,453.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.5% |
| 7D | +9.0% | -2.0% | +11.0% | +9.9% |
| 30D | +13.8% | -12.9% | +26.8% | +20.3% |
| 3M | +2.1% | -6.7% | +8.8% | +5.9% |
| 6M | +153.8% | +19.0% | +134.8% | +134.9% |
| YTD | +256.4% | +25.5% | +230.9% | +219.1% |
| 1Y | +719.8% | +5.5% | +714.2% | +685.1% |
| 3Y | +1,360.4% | +111.3% | +1,249.1% | +958.8% |
| 5Y | +1,312.4% | +198.6% | +1,113.9% | +778.2% |
| 10Y | +6,142.6% | +1,179.9% | +4,962.7% | +1,980.6% |
| All | +8,587.6% | +7,134.6% | +1,453.0% | +805.4% |
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