-43.2%
MP vs UMC
+106.0%
-149.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.6% | -5.6% | +0.1% |
| 7D | -3.6% | -8.3% | +4.7% | -1.2% |
| 30D | -21.0% | -34.5% | +13.5% | -9.7% |
| 3M | -33.3% | -20.0% | -13.3% | -29.4% |
| 6M | -45.9% | -0.7% | -45.2% | -47.4% |
| YTD | -27.8% | +94.7% | -122.5% | -49.4% |
| 1Y | -43.2% | +106.0% | -149.2% | -64.4% |
| All | -43.2% | +106.0% | -149.2% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling