+262.2%
UMC vs MCO
+42.6%
+219.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.1% |
| 7D | +9.0% | -3.8% | +12.8% | +9.7% |
| 30D | +17.2% | -0.4% | +17.6% | +17.1% |
| 3M | +11.4% | +7.7% | +3.7% | +8.5% |
| 6M | +137.5% | +7.0% | +130.5% | +131.6% |
| YTD | +193.1% | -6.4% | +199.5% | +195.1% |
| 1Y | +240.3% | -7.6% | +247.9% | +243.8% |
| 3Y | +262.2% | +43.2% | +219.0% | +194.5% |
| All | +262.2% | +42.6% | +219.6% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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