+7,701.4%
URI vs MCO
+5,776.8%
+1,924.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +6.7% | +0.5% | +6.2% | +6.5% |
| 30D | +8.9% | +9.8% | -1.0% | +2.8% |
| 3M | +0.5% | +4.3% | -3.7% | -2.5% |
| 6M | +20.7% | +16.5% | +4.2% | +8.3% |
| YTD | +40.0% | +0.1% | +39.9% | +35.0% |
| 1Y | +34.4% | +4.4% | +30.0% | +26.2% |
| 3Y | +149.5% | +51.6% | +97.9% | +85.9% |
| 5Y | +205.6% | +36.7% | +168.9% | +139.7% |
| 10Y | +1,183.1% | +455.7% | +727.4% | +349.5% |
| All | +7,701.4% | +5,776.8% | +1,924.6% | +662.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling