+1,166.8%
MU vs UMC
+178.4%
+988.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.9% | +5.0% | +8.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.7% |
| 30D | -18.0% | -28.7% | +10.7% | -1.6% |
| 3M | -6.6% | -15.1% | +8.5% | +1.7% |
| 6M | +2.0% | +5.0% | -2.9% | +0.3% |
| YTD | +184.5% | +108.2% | +76.3% | +91.3% |
| 1Y | +236.9% | +121.7% | +115.1% | +119.7% |
| 3Y | +987.0% | +139.8% | +847.2% | +582.2% |
| 5Y | +1,014.6% | +85.1% | +929.5% | +686.2% |
| 10Y | +4,609.2% | +1,341.4% | +3,267.8% | +942.5% |
| All | +1,166.8% | +178.4% | +988.4% | +250.4% |
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