+23.6%
URI vs MULL
+968.6%
-944.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.1% | -8.0% | +0.3% |
| 7D | -9.8% | -42.7% | +32.9% | -5.9% |
| 30D | +1.7% | -63.8% | +65.5% | +9.9% |
| 3M | -9.1% | -49.0% | +40.0% | -5.3% |
| 6M | +9.9% | -38.2% | +48.0% | +6.4% |
| YTD | +31.2% | +167.0% | -135.8% | +2.5% |
| 1Y | +25.9% | +247.7% | -221.8% | -6.7% |
| All | +23.6% | +968.6% | -944.9% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling