+1,186.2%
URI vs MTCH
+203.9%
+982.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.1% |
| 7D | -0.5% | -1.4% | +1.0% | -0.1% |
| 30D | -13.4% | +13.6% | -27.0% | -16.6% |
| 3M | -6.2% | +22.4% | -28.6% | -12.0% |
| 6M | +28.0% | +37.2% | -9.2% | +15.6% |
| YTD | +23.0% | +31.8% | -8.8% | +12.1% |
| 1Y | +5.5% | +12.9% | -7.4% | +0.3% |
| 3Y | +119.2% | -1.1% | +120.3% | +110.2% |
| 5Y | +201.0% | -73.5% | +274.5% | +288.6% |
| All | +1,186.2% | +203.9% | +982.3% | +849.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling