+260.9%
UMC vs MKC
+1,150.4%
-889.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +6.6% | -4.3% | +10.9% | +8.4% |
| 30D | +16.6% | -2.0% | +18.6% | +17.2% |
| 3M | +11.0% | +10.0% | +1.0% | +4.9% |
| 6M | +131.3% | -18.5% | +149.8% | +145.7% |
| YTD | +182.5% | -22.4% | +204.9% | +205.6% |
| 1Y | +222.3% | -23.6% | +245.9% | +249.0% |
| 3Y | +253.0% | -30.4% | +283.5% | +287.0% |
| 5Y | +141.8% | -34.2% | +176.0% | +164.4% |
| 10Y | +1,772.2% | +26.8% | +1,745.4% | +1,189.1% |
| All | +260.9% | +1,150.4% | -889.5% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling