+433.8%
MAR vs UMC
+1,863.6%
-1,429.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.2% |
| 7D | -0.5% | +9.0% | -9.5% | -2.3% |
| 30D | -5.4% | +17.2% | -22.7% | -8.6% |
| 3M | -15.5% | +11.4% | -26.9% | -19.2% |
| 6M | +3.0% | +137.5% | -134.6% | -18.4% |
| YTD | +8.5% | +193.1% | -184.6% | -19.8% |
| 1Y | +26.0% | +240.3% | -214.3% | -10.8% |
| 3Y | +68.6% | +262.2% | -193.6% | +15.2% |
| 5Y | +157.4% | +143.1% | +14.3% | +87.4% |
| All | +433.8% | +1,863.6% | -1,429.7% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling