+32.9%
URI vs MULL
+444.9%
-412.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.8% | +9.4% | -3.6% |
| 7D | -4.3% | -35.9% | +31.6% | -2.2% |
| 30D | +4.6% | -47.3% | +51.9% | +7.8% |
| 3M | -2.1% | -30.6% | +28.5% | -0.9% |
| 6M | +21.9% | +13.7% | +8.2% | +19.9% |
| YTD | +39.7% | +272.1% | -232.4% | +24.3% |
| 1Y | +32.9% | +475.1% | -442.2% | +13.3% |
| All | +32.9% | +444.9% | -412.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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