+144.6%
UMC vs MDB
-10.2%
+154.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.8% | +5.1% | +6.7% |
| 7D | +0.1% | +3.0% | -2.8% | -0.1% |
| 30D | -28.7% | -11.3% | -17.4% | -27.6% |
| 3M | -15.1% | -23.0% | +7.9% | -13.0% |
| 6M | +5.0% | +14.8% | -9.8% | +2.0% |
| YTD | +108.2% | -19.4% | +127.6% | +109.6% |
| 1Y | +121.7% | -9.0% | +130.7% | +119.3% |
| All | +144.6% | -10.2% | +154.8% | +135.2% |
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