+220.6%
MXL vs URI
+14,241.5%
-14,020.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.2% | +7.2% | +9.4% |
| 7D | +5.5% | +2.6% | +2.9% | +5.4% |
| 30D | -32.6% | +9.1% | -41.7% | -34.5% |
| 3M | -13.1% | +1.0% | -14.1% | -12.1% |
| 6M | -41.4% | +23.3% | -64.7% | -45.6% |
| YTD | +243.9% | +43.3% | +200.6% | +189.1% |
| 1Y | +305.1% | +35.9% | +269.1% | +249.2% |
| 3Y | +260.1% | +158.6% | +101.4% | +127.1% |
| 5Y | -12.1% | +213.1% | -225.2% | -49.1% |
| 10Y | +182.8% | +1,213.1% | -1,030.3% | -12.1% |
| All | +220.6% | +14,241.5% | -14,020.9% | -58.3% |
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