+144.1%
UMC vs MGY
+88.8%
+55.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | +3.5% | +5.5% | +8.2% |
| 30D | +17.2% | +5.3% | +12.0% | +15.8% |
| 3M | +11.4% | +2.6% | +8.8% | +10.4% |
| 6M | +137.5% | -3.3% | +140.8% | +136.5% |
| YTD | +193.1% | +29.2% | +163.9% | +170.8% |
| 1Y | +240.3% | +18.0% | +222.3% | +221.0% |
| 3Y | +262.2% | +30.0% | +232.2% | +227.2% |
| All | +144.1% | +88.8% | +55.3% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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