+3,513.2%
MCK vs UMC
+292.0%
+3,221.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | -2.9% | +9.0% | -11.9% | -3.9% |
| 30D | +0.4% | +17.2% | -16.8% | -1.4% |
| 3M | +12.1% | +11.4% | +0.7% | +9.3% |
| 6M | -5.4% | +137.5% | -143.0% | -16.7% |
| YTD | +7.8% | +193.1% | -185.3% | -8.0% |
| 1Y | +22.9% | +240.3% | -217.4% | +2.8% |
| 3Y | +110.7% | +262.2% | -151.5% | +72.1% |
| 5Y | +346.2% | +143.1% | +203.0% | +276.3% |
| 10Y | +440.1% | +1,853.0% | -1,412.9% | +226.0% |
| All | +3,513.2% | +292.0% | +3,221.2% | +1,864.1% |
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