+824.0%
UMC vs MDB
+912.7%
-88.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -2.0% |
| 7D | +11.2% | +6.8% | +4.4% | +10.1% |
| 30D | -28.0% | -6.2% | -21.8% | -27.1% |
| 3M | -20.5% | -29.2% | +8.7% | -16.6% |
| 6M | -1.6% | +10.3% | -11.9% | -5.0% |
| YTD | +99.4% | -20.4% | +119.7% | +100.5% |
| 1Y | +120.4% | -4.8% | +125.2% | +114.4% |
| 3Y | +134.2% | -11.6% | +145.8% | +117.7% |
| 5Y | +78.8% | -41.0% | +119.9% | +61.6% |
| All | +824.0% | +912.7% | -88.7% | +491.6% |
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