+1,413.6%
UMC vs MGY
+210.4%
+1,203.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | +3.5% | +5.5% | +8.3% |
| 30D | +17.2% | +5.3% | +12.0% | +16.0% |
| 3M | +11.4% | +2.6% | +8.8% | +10.5% |
| 6M | +137.5% | -3.3% | +140.8% | +136.7% |
| YTD | +193.1% | +29.2% | +163.9% | +174.7% |
| 1Y | +240.3% | +18.0% | +222.3% | +224.4% |
| 3Y | +262.2% | +30.0% | +232.2% | +233.9% |
| 5Y | +143.1% | +92.7% | +50.4% | +103.8% |
| All | +1,413.6% | +210.4% | +1,203.2% | +990.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling