+1,842.6%
UMC vs MDY
+177.2%
+1,665.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +1.7% |
| 7D | +9.0% | -1.9% | +10.9% | +10.5% |
| 30D | +17.2% | -4.6% | +21.9% | +21.5% |
| 3M | +11.4% | -1.2% | +12.6% | +12.9% |
| 6M | +137.5% | +9.2% | +128.3% | +124.4% |
| YTD | +193.1% | +13.1% | +180.1% | +169.4% |
| 1Y | +240.3% | +13.0% | +227.3% | +212.7% |
| 3Y | +262.2% | +49.2% | +213.0% | +167.6% |
| 5Y | +143.1% | +47.2% | +95.9% | +82.9% |
| All | +1,842.6% | +177.2% | +1,665.4% | +996.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling