+1,134.0%
MPC vs UMC
+1,742.7%
-608.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +1.3% |
| 7D | +3.9% | +6.6% | -2.7% | +2.5% |
| 30D | +33.8% | +16.6% | +17.2% | +29.7% |
| 3M | +49.9% | +11.0% | +38.8% | +43.8% |
| 6M | +80.9% | +131.3% | -50.4% | +45.3% |
| YTD | +147.4% | +182.5% | -35.1% | +86.2% |
| 1Y | +123.2% | +222.3% | -99.1% | +61.9% |
| 3Y | +171.7% | +253.0% | -81.3% | +88.4% |
| 5Y | +678.6% | +141.8% | +536.7% | +475.4% |
| 10Y | +1,134.0% | +1,772.2% | -638.2% | +357.2% |
| All | +1,134.0% | +1,742.7% | -608.6% | +357.2% |
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