+2,282.2%
MAR vs UMC
+277.8%
+2,004.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.3% | -3.6% |
| 7D | -1.7% | +6.6% | -8.3% | -3.4% |
| 30D | -6.9% | +16.6% | -23.5% | -10.7% |
| 3M | -15.8% | +11.0% | -26.8% | -20.3% |
| 6M | +1.9% | +131.3% | -129.3% | -21.4% |
| YTD | +6.6% | +182.5% | -175.9% | -23.4% |
| 1Y | +23.7% | +222.3% | -198.6% | -14.6% |
| 3Y | +64.6% | +253.0% | -188.4% | +8.7% |
| 5Y | +156.4% | +141.8% | +14.5% | +83.1% |
| 10Y | +415.4% | +1,772.2% | -1,356.8% | +94.7% |
| All | +2,282.2% | +277.8% | +2,004.4% | +787.0% |
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