+275.3%
UMC vs MDY
+847.9%
-572.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +5.2% |
| 7D | +13.6% | -0.8% | +14.4% | +14.5% |
| 30D | +20.8% | -3.9% | +24.6% | +26.0% |
| 3M | +16.1% | 0.0% | +16.2% | +16.9% |
| 6M | +137.3% | +8.5% | +128.8% | +118.6% |
| YTD | +193.8% | +13.2% | +180.5% | +157.1% |
| 1Y | +236.1% | +15.0% | +221.1% | +188.1% |
| 3Y | +267.1% | +49.6% | +217.5% | +126.4% |
| 5Y | +145.3% | +46.0% | +99.3% | +55.9% |
| 10Y | +1,857.3% | +176.4% | +1,681.0% | +398.5% |
| All | +275.3% | +847.9% | -572.6% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling