+1,146.3%
UMC vs MDB
+1,017.4%
+128.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +5.2% |
| 7D | +5.0% | -17.4% | +22.4% | +7.9% |
| 30D | +7.7% | -2.0% | +9.7% | +7.4% |
| 3M | +1.7% | -3.0% | +4.7% | +1.1% |
| 6M | +113.9% | +48.7% | +65.2% | +96.3% |
| YTD | +168.9% | -12.1% | +181.0% | +166.8% |
| 1Y | +207.2% | +14.5% | +192.7% | +190.4% |
| 3Y | +227.7% | -6.1% | +233.8% | +201.7% |
| 5Y | +118.0% | -27.3% | +145.4% | +91.1% |
| All | +1,146.3% | +1,017.4% | +128.9% | +687.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling