+123.2%
MPC vs UMC
+226.5%
-103.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +2.4% |
| 7D | +3.9% | +6.6% | -2.7% | +4.0% |
| 30D | +33.8% | +16.6% | +17.2% | +34.2% |
| 3M | +49.9% | +11.0% | +38.8% | +50.6% |
| 6M | +80.9% | +131.3% | -50.4% | +87.5% |
| YTD | +147.4% | +182.5% | -35.1% | +152.4% |
| 1Y | +123.2% | +222.3% | -99.1% | +121.9% |
| All | +123.2% | +226.5% | -103.3% | +121.9% |
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