+5.5%
URI vs MKC
-24.0%
+29.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | +2.5% | -4.3% | +6.9% | +2.8% |
| 30D | -12.5% | -2.0% | -10.5% | -12.4% |
| 3M | -6.2% | +10.0% | -16.2% | -7.5% |
| 6M | +25.9% | -18.5% | +44.4% | +29.1% |
| YTD | +26.2% | -22.4% | +48.6% | +28.0% |
| 1Y | +5.5% | -23.6% | +29.1% | +7.6% |
| All | +5.5% | -24.0% | +29.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling