+173.4%
MPC vs UMC
+234.1%
-60.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | 0.0% |
| 7D | +5.4% | +5.0% | +0.5% | +5.1% |
| 30D | +31.0% | +7.7% | +23.3% | +30.2% |
| 3M | +46.0% | +1.7% | +44.4% | +44.5% |
| 6M | +77.3% | +113.9% | -36.6% | +60.6% |
| YTD | +141.9% | +168.9% | -27.0% | +106.4% |
| 1Y | +120.9% | +207.2% | -86.3% | +82.1% |
| All | +173.4% | +234.1% | -60.7% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling