+287.6%
MP vs UMC
+746.0%
-458.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.4% |
| 7D | +9.5% | +11.2% | -1.7% | +4.8% |
| 30D | -3.0% | -28.0% | +25.1% | +9.7% |
| 3M | -30.4% | -20.5% | -9.8% | -25.2% |
| 6M | -39.2% | -1.6% | -37.6% | -41.8% |
| YTD | -23.3% | +99.4% | -122.7% | -46.9% |
| 1Y | -32.6% | +120.4% | -153.0% | -55.3% |
| 3Y | +159.3% | +134.2% | +25.0% | +61.7% |
| 5Y | -16.4% | +78.8% | -95.3% | -44.3% |
| All | +287.6% | +746.0% | -458.4% | +138.3% |
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