-9.3%
MCD vs UMC
+117.0%
-126.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.7% |
| 7D | -1.6% | +11.2% | -12.8% | -1.0% |
| 30D | +14.1% | -28.0% | +42.2% | +12.2% |
| 3M | +0.6% | -20.5% | +21.1% | -0.3% |
| 6M | 0.0% | -1.6% | +1.6% | -1.5% |
| YTD | -9.3% | +99.4% | -108.6% | -10.3% |
| 1Y | -9.3% | +120.4% | -129.7% | -8.0% |
| All | -9.3% | +117.0% | -126.4% | -8.0% |
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 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