+453.7%
MP vs UMC
+1,098.8%
-645.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.5% | -0.5% |
| 7D | +3.0% | +6.6% | -3.6% | +0.3% |
| 30D | +8.3% | +16.6% | -8.2% | +1.5% |
| 3M | -3.8% | +11.0% | -14.9% | -10.2% |
| 6M | -4.9% | +131.3% | -136.2% | -35.1% |
| YTD | +9.6% | +182.5% | -172.9% | -33.0% |
| 1Y | -11.7% | +222.3% | -234.0% | -49.0% |
| 3Y | +158.5% | +253.0% | -94.5% | +38.6% |
| 5Y | +68.9% | +141.8% | -72.9% | +0.9% |
| All | +453.7% | +1,098.8% | -645.1% | +200.9% |
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