+1,487.1%
MU vs UMC
+259.6%
+1,227.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.6% | +1.5% | +3.8% |
| 7D | +9.0% | +5.0% | +4.0% | +6.2% |
| 30D | +13.8% | +7.7% | +6.1% | +9.3% |
| 3M | +2.1% | +1.7% | +0.4% | +1.5% |
| 6M | +153.8% | +113.9% | +39.9% | +71.4% |
| YTD | +256.4% | +168.9% | +87.5% | +109.6% |
| 1Y | +719.8% | +207.2% | +512.6% | +350.5% |
| 3Y | +1,360.4% | +227.7% | +1,132.7% | +677.0% |
| 5Y | +1,312.4% | +118.0% | +1,194.4% | +807.6% |
| 10Y | +6,142.6% | +1,682.1% | +4,460.5% | +1,133.1% |
| All | +1,487.1% | +259.6% | +1,227.5% | +283.8% |
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