+215.7%
MXL vs URI
+125.2%
+90.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +6.8% |
| 7D | +19.0% | +5.0% | +14.0% | +15.8% |
| 30D | +4.5% | -9.4% | +13.9% | +11.0% |
| 3M | -1.5% | -5.8% | +4.3% | +3.2% |
| 6M | +348.6% | +25.8% | +322.8% | +292.1% |
| YTD | +310.3% | +27.9% | +282.4% | +247.7% |
| 1Y | +344.7% | +9.7% | +335.0% | +316.3% |
| All | +215.7% | +125.2% | +90.5% | +87.2% |
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