+2,538.2%
MUU vs UMC
+195.5%
+2,342.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -9.2% |
| 7D | +13.9% | +6.6% | +7.3% | +4.9% |
| 30D | +24.8% | +16.6% | +8.2% | +2.2% |
| 3M | -15.7% | +11.0% | -26.8% | -20.6% |
| 6M | +338.9% | +131.3% | +207.6% | +105.3% |
| YTD | +563.2% | +182.5% | +380.7% | +112.9% |
| 1Y | +2,577.5% | +222.3% | +2,355.2% | +616.8% |
| All | +2,538.2% | +195.5% | +2,342.8% | +718.2% |
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