+1,166.2%
MPC vs UMC
+1,304.8%
-138.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.9% |
| 7D | +9.4% | +17.8% | -8.4% | +6.0% |
| 30D | -13.4% | -29.6% | +16.2% | -8.0% |
| 3M | +18.9% | -18.4% | +37.3% | +22.1% |
| 6M | +64.9% | -0.1% | +65.1% | +58.0% |
| YTD | +156.8% | +104.0% | +52.8% | +103.4% |
| 1Y | +113.2% | +121.5% | -8.3% | +65.2% |
| 3Y | +201.8% | +135.0% | +66.8% | +125.1% |
| 5Y | +601.4% | +83.0% | +518.3% | +440.0% |
| All | +1,166.2% | +1,304.8% | -138.6% | +397.0% |
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