+38.6%
MA vs UMC
+262.0%
-223.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.7% |
| 7D | -3.5% | +13.6% | -17.1% | -3.8% |
| 30D | +0.8% | +20.8% | -20.0% | +0.2% |
| 3M | +14.8% | +16.1% | -1.4% | +13.0% |
| 6M | +10.0% | +137.3% | -127.3% | +1.4% |
| YTD | -0.1% | +193.8% | -193.9% | -11.9% |
| 1Y | -2.2% | +236.1% | -238.3% | -16.0% |
| All | +38.6% | +262.0% | -223.3% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling