+31.9%
URI vs MULL
+1,230.7%
-1,198.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.8% |
| 7D | +6.7% | +24.5% | -17.8% | +4.4% |
| 30D | +8.9% | -35.5% | +44.4% | +11.7% |
| 3M | +0.5% | -44.8% | +45.3% | +3.8% |
| 6M | +20.7% | -45.5% | +66.1% | +18.9% |
| YTD | +40.0% | +232.5% | -192.5% | +7.0% |
| 1Y | +34.4% | +343.3% | -308.8% | -2.7% |
| All | +31.9% | +1,230.7% | -1,198.7% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling