+115.0%
UMC vs MKTX
+5.4%
+109.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -14.7% | +0.5% | -15.1% | -14.6% |
| 30D | -32.9% | +1.0% | -33.8% | -32.8% |
| 3M | -22.2% | +2.5% | -24.7% | -22.0% |
| 6M | +25.9% | +8.0% | +17.9% | +20.0% |
| YTD | +107.9% | -7.3% | +115.2% | +85.9% |
| 1Y | +115.0% | +4.7% | +110.4% | +99.1% |
| All | +115.0% | +5.4% | +109.7% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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