+15,612.2%
MA vs UMC
+726.1%
+14,886.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | -0.5% | +17.8% | -18.3% | -4.2% |
| 30D | +7.9% | -29.6% | +37.5% | +15.7% |
| 3M | +16.8% | -18.4% | +35.2% | +20.1% |
| 6M | +31.0% | -0.1% | +31.1% | +24.1% |
| YTD | +15.0% | +104.0% | -89.0% | -11.1% |
| 1Y | +17.0% | +121.5% | -104.5% | -11.5% |
| 3Y | +68.5% | +135.0% | -66.5% | +22.3% |
| 5Y | +85.0% | +83.0% | +1.9% | +39.7% |
| 10Y | +561.3% | +1,312.7% | -751.3% | +164.2% |
| All | +15,612.2% | +726.1% | +14,886.2% | +5,724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling