+33.1%
URI vs MTB
+23.3%
+9.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.6% | +5.5% |
| 7D | -4.0% | -0.8% | -3.3% | -3.5% |
| 30D | +6.8% | +2.4% | +4.4% | +5.4% |
| 3M | -2.8% | -10.5% | +7.7% | +3.3% |
| 6M | +20.9% | +6.4% | +14.5% | +12.7% |
| YTD | +40.2% | +12.8% | +27.4% | +23.8% |
| All | +33.1% | +23.3% | +9.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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