+30.4%
URI vs MULL
+251.4%
-221.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.9% |
| 7D | -6.0% | -32.2% | +26.3% | -4.2% |
| 30D | +4.6% | -55.4% | +60.0% | +8.7% |
| 3M | -2.7% | -41.3% | +38.6% | -0.8% |
| 6M | +18.4% | -44.9% | +63.3% | +19.6% |
| YTD | +37.4% | +192.4% | -155.0% | +21.8% |
| 1Y | +30.4% | +239.4% | -209.1% | +12.8% |
| All | +30.4% | +251.4% | -221.0% | +12.8% |
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