+159.3%
MP vs UMC
+131.8%
+27.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.3% |
| 7D | +9.5% | +11.2% | -1.7% | +5.5% |
| 30D | -3.0% | -28.0% | +25.1% | +7.2% |
| 3M | -30.4% | -20.5% | -9.8% | -26.1% |
| 6M | -39.2% | -1.6% | -37.6% | -40.7% |
| YTD | -23.3% | +99.4% | -122.7% | -42.2% |
| 1Y | -32.6% | +120.4% | -153.0% | -51.1% |
| 3Y | +159.3% | +134.2% | +25.0% | +61.6% |
| All | +159.3% | +131.8% | +27.5% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling