+235.5%
MXL vs URI
+12,463.1%
-12,227.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.8% |
| 7D | +1.6% | -2.0% | +3.6% | +2.6% |
| 30D | -7.0% | -12.9% | +5.9% | -0.4% |
| 3M | -33.4% | -6.7% | -26.7% | -30.5% |
| 6M | +260.2% | +19.0% | +241.2% | +229.2% |
| YTD | +260.0% | +25.5% | +234.4% | +217.3% |
| 1Y | +303.5% | +5.5% | +297.9% | +285.7% |
| 3Y | +160.4% | +111.3% | +49.1% | +77.5% |
| 5Y | +14.7% | +198.6% | -183.9% | -32.6% |
| 10Y | +215.6% | +1,179.9% | -964.3% | -1.4% |
| All | +235.5% | +12,463.1% | -12,227.6% | -54.3% |
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 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