+137.4%
UMC vs MCO
+1.8%
+135.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -3.0% |
| 7D | +11.4% | -7.3% | +18.7% | +8.9% |
| 30D | +16.8% | -1.7% | +18.5% | +16.3% |
| 3M | +19.1% | +3.9% | +15.2% | +19.3% |
| 6M | +137.4% | +3.8% | +133.6% | +141.6% |
| All | +137.4% | +1.8% | +135.7% | +141.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling