+58.1%
MP vs UMC
+118.0%
-59.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | -0.7% |
| 7D | -2.9% | +5.0% | -7.8% | -5.2% |
| 30D | +13.8% | +7.7% | +6.1% | +9.4% |
| 3M | -16.7% | +1.7% | -18.4% | -20.1% |
| 6M | -11.5% | +113.9% | -125.4% | -42.8% |
| YTD | +7.9% | +168.9% | -161.0% | -40.7% |
| 1Y | -15.0% | +207.2% | -222.2% | -56.8% |
| 3Y | +153.5% | +227.7% | -74.2% | +15.7% |
| All | +58.1% | +118.0% | -59.9% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling