+153.1%
MAR vs UMC
+134.9%
+18.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -2.1% | +11.4% | -13.5% | -4.1% |
| 30D | -5.7% | +16.8% | -22.4% | -8.6% |
| 3M | -14.6% | +19.1% | -33.7% | -19.9% |
| 6M | +1.3% | +137.4% | -136.1% | -21.4% |
| YTD | +6.7% | +186.4% | -179.7% | -23.8% |
| 1Y | +26.4% | +229.1% | -202.6% | -14.2% |
| 3Y | +64.7% | +257.9% | -193.2% | +4.7% |
| 5Y | +153.1% | +137.5% | +15.5% | +70.7% |
| All | +153.1% | +134.9% | +18.2% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling