+1,135.8%
URI vs MKC
+25.8%
+1,110.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +6.7% | -3.0% | +9.7% | +7.5% |
| 30D | +8.9% | +4.8% | +4.0% | +7.3% |
| 3M | +0.5% | -12.8% | +13.4% | +3.6% |
| 6M | +20.7% | +5.0% | +15.6% | +17.8% |
| YTD | +40.0% | -29.1% | +69.1% | +51.3% |
| 1Y | +34.4% | -26.4% | +60.8% | +43.6% |
| 3Y | +149.5% | -21.6% | +171.1% | +156.7% |
| 5Y | +205.6% | -35.2% | +240.8% | +227.5% |
| All | +1,135.8% | +25.8% | +1,110.0% | +1,087.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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