+68.6%
MAR vs UMC
+261.2%
-192.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.5% |
| 7D | -0.5% | +9.0% | -9.5% | -1.3% |
| 30D | -5.4% | +17.2% | -22.7% | -6.8% |
| 3M | -15.5% | +11.4% | -26.9% | -17.4% |
| 6M | +3.0% | +137.5% | -134.6% | -10.1% |
| YTD | +8.5% | +193.1% | -184.6% | -10.9% |
| 1Y | +26.0% | +240.3% | -214.3% | -0.9% |
| 3Y | +68.6% | +262.2% | -193.6% | +24.7% |
| All | +68.6% | +261.2% | -192.6% | +24.7% |
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