+212.4%
URI vs MKC
-34.7%
+247.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +5.0% | -4.3% | +9.3% | +5.8% |
| 30D | -9.4% | -3.1% | -6.3% | -8.9% |
| 3M | -5.8% | +6.8% | -12.6% | -7.5% |
| 6M | +25.8% | -18.3% | +44.2% | +30.8% |
| YTD | +27.9% | -23.1% | +50.9% | +34.1% |
| 1Y | +9.7% | -23.7% | +33.4% | +15.1% |
| 3Y | +128.0% | -31.0% | +159.0% | +141.1% |
| 5Y | +212.4% | -33.5% | +245.9% | +237.9% |
| All | +212.4% | -34.7% | +247.1% | +237.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling