+1,186.3%
URI vs MCO
+393.6%
+792.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.1% |
| 7D | -2.1% | -3.8% | +1.7% | +0.4% |
| 30D | -12.4% | -0.4% | -12.0% | -12.5% |
| 3M | -7.3% | +7.7% | -15.0% | -13.2% |
| 6M | +27.2% | +7.0% | +20.2% | +18.3% |
| YTD | +23.0% | -6.4% | +29.4% | +23.9% |
| 1Y | +3.9% | -7.6% | +11.6% | +4.9% |
| 3Y | +121.6% | +43.2% | +78.4% | +59.2% |
| 5Y | +201.1% | +29.6% | +171.5% | +127.8% |
| All | +1,186.3% | +393.6% | +792.7% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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