+1,341.2%
MU vs UMC
+252.5%
+1,088.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -4.8% |
| 7D | +7.2% | +6.6% | +0.6% | +2.7% |
| 30D | +14.0% | +16.6% | -2.6% | +2.8% |
| 3M | +5.4% | +11.0% | -5.6% | -2.4% |
| 6M | +170.3% | +131.3% | +39.0% | +63.6% |
| YTD | +250.7% | +182.5% | +68.2% | +75.8% |
| 1Y | +662.1% | +222.3% | +439.8% | +245.9% |
| 3Y | +1,341.2% | +253.0% | +1,088.2% | +545.6% |
| All | +1,341.2% | +252.5% | +1,088.7% | +545.6% |
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 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