+263.0%
UMC vs MDB
-6.2%
+269.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +13.6% | -4.5% | +18.2% | +14.1% |
| 30D | +20.8% | -14.0% | +34.7% | +22.3% |
| 3M | +16.1% | +5.3% | +10.8% | +14.6% |
| 6M | +137.3% | +31.9% | +105.4% | +125.8% |
| YTD | +193.8% | -14.6% | +208.4% | +193.8% |
| 1Y | +236.1% | +8.2% | +227.8% | +225.3% |
| All | +263.0% | -6.2% | +269.2% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling