+210.4%
URI vs MTCH
-73.0%
+283.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | +2.5% | -1.8% | +4.3% | +3.0% |
| 30D | -12.5% | +10.4% | -23.0% | -15.2% |
| 3M | -6.2% | +21.0% | -27.2% | -12.1% |
| 6M | +25.9% | +36.6% | -10.8% | +12.8% |
| YTD | +26.2% | +29.7% | -3.5% | +14.7% |
| 1Y | +5.5% | +8.6% | -3.1% | +1.1% |
| 3Y | +125.0% | -2.7% | +127.7% | +115.5% |
| 5Y | +210.4% | -72.9% | +283.3% | +290.6% |
| All | +210.4% | -73.0% | +283.4% | +290.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling