+1,258.5%
UMC vs MDB
+997.6%
+260.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.8% |
| 7D | +9.0% | -1.8% | +10.8% | +9.2% |
| 30D | +17.2% | -17.3% | +34.5% | +20.1% |
| 3M | +11.4% | +2.2% | +9.2% | +9.7% |
| 6M | +137.5% | +33.9% | +103.6% | +121.6% |
| YTD | +193.1% | -13.7% | +206.8% | +191.4% |
| 1Y | +240.3% | +9.1% | +231.2% | +224.0% |
| 3Y | +262.2% | -8.1% | +270.3% | +234.3% |
| 5Y | +143.1% | -25.9% | +169.0% | +112.5% |
| All | +1,258.5% | +997.6% | +260.9% | +759.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling