+117.2%
MPC vs UMC
+112.5%
+4.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.1% | -6.0% | -8.2% |
| 7D | -10.9% | -14.7% | +3.8% | -11.3% |
| 30D | -9.4% | -32.9% | +23.4% | -10.6% |
| 3M | +26.0% | -22.2% | +48.1% | +25.0% |
| 6M | +56.5% | +25.9% | +30.6% | +62.0% |
| YTD | +144.3% | +107.9% | +36.3% | +165.5% |
| 1Y | +117.2% | +115.0% | +2.2% | +136.8% |
| All | +117.2% | +112.5% | +4.7% | +136.8% |
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 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