+5,731.6%
MU vs UMC
+1,863.6%
+3,868.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.5% |
| 7D | -4.1% | +9.0% | -13.1% | -8.5% |
| 30D | +7.0% | +17.2% | -10.2% | -2.1% |
| 3M | -2.1% | +11.4% | -13.5% | -8.0% |
| 6M | +133.1% | +137.5% | -4.4% | +48.9% |
| YTD | +241.9% | +193.1% | +48.8% | +91.2% |
| 1Y | +548.8% | +240.3% | +308.5% | +236.0% |
| 3Y | +1,308.2% | +262.2% | +1,046.0% | +608.5% |
| 5Y | +1,260.7% | +143.1% | +1,117.6% | +701.1% |
| All | +5,731.6% | +1,863.6% | +3,868.1% | +1,159.9% |
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 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