+13.4%
MCD vs UMC
+126.5%
-113.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +1.9% |
| 7D | +5.9% | -9.2% | +15.1% | +5.7% |
| 30D | +19.6% | -35.1% | +54.8% | +18.6% |
| 3M | +3.3% | -20.5% | +23.7% | +2.8% |
| 6M | +3.5% | -1.7% | +5.2% | +1.7% |
| YTD | -6.1% | +92.8% | -98.9% | -9.9% |
| 1Y | -3.7% | +104.5% | -108.1% | -7.8% |
| 3Y | +13.4% | +129.8% | -116.5% | +7.0% |
| All | +13.4% | +126.5% | -113.1% | +7.0% |
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 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