+37.0%
MDT vs UMC
+1,863.6%
-1,826.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -3.4% | +9.0% | -12.4% | -4.2% |
| 30D | +0.2% | +17.2% | -17.0% | -1.3% |
| 3M | +14.3% | +11.4% | +2.9% | +11.7% |
| 6M | +4.0% | +137.5% | -133.5% | -7.9% |
| YTD | -3.7% | +193.1% | -196.8% | -17.6% |
| 1Y | -0.4% | +240.3% | -240.7% | -16.6% |
| 3Y | +23.3% | +262.2% | -238.9% | +0.9% |
| 5Y | -18.9% | +143.1% | -162.0% | -31.4% |
| All | +37.0% | +1,863.6% | -1,826.6% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling