+207.2%
UMC vs MRSH
-7.9%
+215.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +3.4% |
| 7D | +5.0% | -3.6% | +8.5% | +2.1% |
| 30D | +7.7% | -3.0% | +10.7% | +5.3% |
| 3M | +1.7% | +15.8% | -14.2% | +13.9% |
| 6M | +113.9% | +1.6% | +112.3% | +127.0% |
| YTD | +168.9% | +1.7% | +167.2% | +190.5% |
| 1Y | +207.2% | -8.0% | +215.2% | +230.0% |
| All | +207.2% | -7.9% | +215.1% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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