+149.5%
URI vs MKC
-21.4%
+170.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +6.7% | -3.0% | +9.7% | +7.1% |
| 30D | +8.9% | +4.8% | +4.0% | +8.1% |
| 3M | +0.5% | -12.8% | +13.4% | +2.1% |
| 6M | +20.7% | +5.0% | +15.6% | +18.6% |
| YTD | +40.0% | -29.1% | +69.1% | +46.6% |
| 1Y | +34.4% | -26.4% | +60.8% | +39.7% |
| 3Y | +149.5% | -21.6% | +171.1% | +141.2% |
| All | +149.5% | -21.4% | +170.9% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling