+2,968.0%
MPC vs UMC
+1,059.1%
+1,908.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.9% |
| 7D | -16.2% | -17.0% | +0.8% | -13.1% |
| 30D | -15.7% | -40.6% | +24.9% | -6.8% |
| 3M | +24.9% | -27.9% | +52.8% | +31.9% |
| 6M | +52.7% | -7.5% | +60.1% | +48.2% |
| YTD | +131.9% | +79.3% | +52.5% | +87.3% |
| 1Y | +96.6% | +92.8% | +3.8% | +55.8% |
| 3Y | +163.8% | +108.2% | +55.6% | +100.4% |
| 5Y | +533.1% | +68.4% | +464.7% | +391.6% |
| 10Y | +1,118.6% | +1,107.7% | +10.9% | +392.9% |
| All | +2,968.0% | +1,059.1% | +1,908.8% | +1,047.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling