+145.3%
UMC vs MDB
-24.3%
+169.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +13.6% | -4.5% | +18.2% | +14.4% |
| 30D | +20.8% | -14.0% | +34.7% | +23.2% |
| 3M | +16.1% | +5.3% | +10.8% | +13.6% |
| 6M | +137.3% | +31.9% | +105.4% | +120.5% |
| YTD | +193.8% | -14.6% | +208.4% | +192.7% |
| 1Y | +236.1% | +8.2% | +227.8% | +218.8% |
| 3Y | +267.1% | -5.0% | +272.1% | +233.8% |
| 5Y | +145.3% | -24.5% | +169.8% | +103.3% |
| All | +145.3% | -24.3% | +169.5% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling