+163.7%
MXL vs URI
+1,173.3%
-1,009.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.6% |
| 7D | +13.4% | +6.7% | +6.7% | +9.5% |
| 30D | -29.2% | +8.9% | -38.1% | -31.8% |
| 3M | -27.2% | +0.5% | -27.8% | -25.9% |
| 6M | -36.4% | +20.7% | -57.1% | -41.5% |
| YTD | +220.0% | +40.0% | +180.0% | +158.1% |
| 1Y | +304.8% | +34.4% | +270.4% | +234.6% |
| 3Y | +238.5% | +149.5% | +89.0% | +85.8% |
| 5Y | -18.8% | +205.6% | -224.3% | -61.2% |
| All | +163.7% | +1,173.3% | -1,009.6% | -30.6% |
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