+6,893.4%
URI vs MCO
+5,607.4%
+1,286.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.8% |
| 7D | -2.0% | -4.2% | +2.2% | +0.4% |
| 30D | -12.9% | +2.2% | -15.1% | -14.3% |
| 3M | -6.7% | +10.1% | -16.8% | -12.9% |
| 6M | +19.0% | +5.3% | +13.7% | +13.2% |
| YTD | +25.5% | -2.7% | +28.3% | +23.6% |
| 1Y | +5.5% | -0.4% | +5.9% | +1.8% |
| 3Y | +111.3% | +49.0% | +62.3% | +59.7% |
| 5Y | +198.6% | +33.6% | +164.9% | +138.0% |
| 10Y | +1,179.9% | +395.3% | +784.6% | +380.7% |
| All | +6,893.4% | +5,607.4% | +1,286.1% | +598.6% |
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