+13,824.2%
MA vs UMC
+988.7%
+12,835.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -2.2% |
| 7D | -2.7% | +5.0% | -7.7% | -3.8% |
| 30D | +1.5% | +7.7% | -6.1% | -0.4% |
| 3M | +20.4% | +1.7% | +18.8% | +16.7% |
| 6M | +11.1% | +113.9% | -102.8% | -11.7% |
| YTD | +2.0% | +168.9% | -166.9% | -24.8% |
| 1Y | -2.2% | +207.2% | -209.4% | -30.6% |
| 3Y | +41.9% | +227.7% | -185.8% | -3.3% |
| 5Y | +75.4% | +118.0% | -42.7% | +29.3% |
| 10Y | +527.5% | +1,682.1% | -1,154.6% | +141.9% |
| All | +13,824.2% | +988.7% | +12,835.5% | +4,825.4% |
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