+209.5%
URI vs MCO
+36.8%
+172.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | +9.3% | -1.7% | +11.0% | +10.3% |
| 30D | +7.6% | +9.1% | -1.5% | +2.5% |
| 3M | +1.0% | +6.2% | -5.2% | -2.7% |
| 6M | +19.8% | +12.6% | +7.2% | +10.2% |
| YTD | +41.9% | -0.2% | +42.0% | +38.4% |
| 1Y | +33.4% | +4.1% | +29.3% | +26.3% |
| 3Y | +156.0% | +50.6% | +105.4% | +82.2% |
| 5Y | +209.5% | +36.2% | +173.3% | +122.8% |
| All | +209.5% | +36.8% | +172.8% | +122.8% |
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