+265.9%
UMC vs MCO
+4,810.7%
-4,544.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.8% |
| 7D | +11.4% | -7.3% | +18.7% | +15.2% |
| 30D | +16.8% | -1.7% | +18.5% | +17.3% |
| 3M | +19.1% | +3.9% | +15.2% | +15.2% |
| 6M | +137.4% | +3.8% | +133.6% | +129.1% |
| YTD | +186.4% | -7.9% | +194.3% | +189.1% |
| 1Y | +229.1% | -6.8% | +235.9% | +228.7% |
| 3Y | +257.9% | +40.9% | +216.9% | +186.7% |
| 5Y | +137.5% | +27.5% | +110.0% | +98.0% |
| 10Y | +1,808.2% | +381.4% | +1,426.8% | +666.6% |
| All | +265.9% | +4,810.7% | -4,544.8% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling