+6,893.4%
URI vs MTB
+1,016.6%
+5,876.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.0% | +1.7% | -3.7% | -3.1% |
| 30D | -12.9% | -4.2% | -8.8% | -10.5% |
| 3M | -6.7% | +8.9% | -15.6% | -12.2% |
| 6M | +19.0% | +10.9% | +8.1% | +10.8% |
| YTD | +25.5% | +21.5% | +4.0% | +9.7% |
| 1Y | +5.5% | +21.9% | -16.4% | -8.3% |
| 3Y | +111.3% | +109.2% | +2.1% | +27.4% |
| 5Y | +198.6% | +102.0% | +96.6% | +76.6% |
| 10Y | +1,179.9% | +171.9% | +1,008.0% | +511.7% |
| All | +6,893.4% | +1,016.6% | +5,876.9% | +1,215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling