+57.4%
MAR vs UMC
+112.5%
-55.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.0% |
| 7D | +7.7% | -14.7% | +22.4% | +7.5% |
| 30D | +19.4% | -32.9% | +52.2% | +18.9% |
| 3M | +23.3% | -22.2% | +45.5% | +23.0% |
| 6M | +22.8% | +25.9% | -3.1% | +22.0% |
| YTD | +37.8% | +107.9% | -70.2% | +36.8% |
| 1Y | +57.4% | +115.0% | -57.7% | +54.5% |
| All | +57.4% | +112.5% | -55.2% | +54.5% |
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