-2.2%
MA vs UMC
+235.1%
-237.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.4% |
| 7D | -3.5% | +13.6% | -17.1% | -2.8% |
| 30D | +0.8% | +20.8% | -20.0% | +1.8% |
| 3M | +14.8% | +16.1% | -1.4% | +15.2% |
| 6M | +10.0% | +137.3% | -127.3% | +12.8% |
| YTD | -0.1% | +193.8% | -193.9% | +2.1% |
| 1Y | -2.2% | +236.1% | -238.3% | +2.2% |
| All | -2.2% | +235.1% | -237.3% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling