+262.2%
UMC vs MKC
-31.4%
+293.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.4% |
| 7D | +9.0% | -1.5% | +10.5% | +8.9% |
| 30D | +17.2% | -3.1% | +20.4% | +17.0% |
| 3M | +11.4% | +5.2% | +6.2% | +11.4% |
| 6M | +137.5% | -12.8% | +150.3% | +142.2% |
| YTD | +193.1% | -23.3% | +216.4% | +202.2% |
| 1Y | +240.3% | -24.1% | +264.4% | +251.2% |
| 3Y | +262.2% | -32.1% | +294.3% | +290.6% |
| All | +262.2% | -31.4% | +293.6% | +290.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling