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  • MPC vs UMC✓SelectedUSD · UMCMPC vs UMC performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs UMC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
UMC return
+1,742.7%
Excess return
-608.6%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioUMCExcessAlpha
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