+115.0%
UMC vs MKC
-18.2%
+133.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -0.5% |
| 7D | -14.7% | +9.6% | -24.3% | -12.2% |
| 30D | -32.9% | +12.0% | -44.9% | -30.4% |
| 3M | -22.2% | -2.0% | -20.1% | -21.4% |
| 6M | +25.9% | +7.2% | +18.7% | +28.0% |
| YTD | +107.9% | -23.7% | +131.7% | +128.1% |
| 1Y | +115.0% | -18.3% | +133.3% | +138.3% |
| All | +115.0% | -18.2% | +133.3% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling