+212.4%
URI vs MCO
+29.3%
+183.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | +5.0% | -3.1% | +8.1% | +6.7% |
| 30D | -9.4% | -0.5% | -8.9% | -9.4% |
| 3M | -5.8% | +5.7% | -11.5% | -9.9% |
| 6M | +25.8% | +3.0% | +22.8% | +21.2% |
| YTD | +27.9% | -6.5% | +34.4% | +29.5% |
| 1Y | +9.7% | -5.8% | +15.5% | +9.7% |
| 3Y | +128.0% | +43.1% | +84.9% | +67.6% |
| 5Y | +212.4% | +29.5% | +182.9% | +131.7% |
| All | +212.4% | +29.3% | +183.1% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling