+262.2%
UMC vs MKTX
-25.3%
+287.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | -0.2% | +9.2% | +9.0% |
| 30D | +17.2% | +0.7% | +16.5% | +17.2% |
| 3M | +11.4% | +40.8% | -29.4% | +12.7% |
| 6M | +137.5% | -8.0% | +145.5% | +136.8% |
| YTD | +193.1% | -8.7% | +201.8% | +192.4% |
| 1Y | +240.3% | -11.8% | +252.1% | +240.3% |
| 3Y | +262.2% | -24.0% | +286.2% | +261.8% |
| All | +262.2% | -25.3% | +287.5% | +261.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling