+240.3%
UMC vs MDB
+7.4%
+232.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.6% |
| 7D | +9.0% | -1.8% | +10.8% | +9.1% |
| 30D | +17.2% | -17.3% | +34.5% | +19.0% |
| 3M | +11.4% | +2.2% | +9.2% | +10.8% |
| 6M | +137.5% | +33.9% | +103.6% | +124.3% |
| YTD | +193.1% | -13.7% | +206.8% | +200.1% |
| 1Y | +240.3% | +9.1% | +231.2% | +229.3% |
| All | +240.3% | +7.4% | +232.9% | +229.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling