+1,146.7%
MU vs UMC
+172.9%
+973.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | +21.6% | +17.8% | +3.9% | +12.1% |
| 30D | -16.2% | -29.6% | +13.4% | +1.2% |
| 3M | -12.4% | -18.4% | +6.0% | -2.7% |
| 6M | +4.2% | -0.1% | +4.3% | +5.2% |
| YTD | +180.0% | +104.0% | +75.9% | +90.3% |
| 1Y | +226.4% | +121.5% | +104.9% | +113.0% |
| 3Y | +969.7% | +135.0% | +834.7% | +578.4% |
| 5Y | +957.9% | +83.0% | +874.9% | +650.9% |
| 10Y | +4,534.6% | +1,312.7% | +3,221.9% | +936.7% |
| All | +1,146.7% | +172.9% | +973.8% | +248.5% |
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