+593.1%
MA vs UMC
+1,272.7%
-679.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | +1.3% | +11.2% | -9.9% | -0.5% |
| 30D | +9.6% | -28.0% | +37.6% | +14.9% |
| 3M | +16.8% | -20.5% | +37.3% | +19.6% |
| 6M | +35.2% | -1.6% | +36.8% | +28.9% |
| YTD | +16.6% | +99.4% | -82.8% | -6.6% |
| 1Y | +19.8% | +120.4% | -100.6% | -6.4% |
| 3Y | +70.7% | +134.2% | -63.5% | +28.3% |
| 5Y | +87.4% | +78.8% | +8.6% | +45.4% |
| All | +593.1% | +1,272.7% | -679.6% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling