-17.3%
MXL vs URI
+199.0%
-216.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +6.9% | +6.8% | +8.9% |
| 7D | -8.8% | -4.0% | -4.8% | -4.8% |
| 30D | -41.9% | +6.8% | -48.7% | -43.5% |
| 3M | -25.4% | -2.8% | -22.6% | -22.5% |
| 6M | -44.0% | +20.9% | -64.9% | -49.0% |
| YTD | +220.8% | +40.2% | +180.5% | +151.0% |
| 1Y | +278.8% | +34.1% | +244.7% | +206.2% |
| 3Y | +249.4% | +164.1% | +85.3% | +61.2% |
| 5Y | -17.3% | +199.3% | -216.7% | -67.6% |
| All | -17.3% | +199.0% | -216.3% | -67.6% |
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 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