+1,842.6%
UMC vs MRSH
+218.8%
+1,623.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | -4.8% | +13.8% | +10.6% |
| 30D | +17.2% | -6.3% | +23.6% | +19.5% |
| 3M | +11.4% | +5.8% | +5.6% | +7.1% |
| 6M | +137.5% | +2.8% | +134.7% | +129.0% |
| YTD | +193.1% | -3.1% | +196.2% | +187.4% |
| 1Y | +240.3% | -11.3% | +251.6% | +246.5% |
| 3Y | +262.2% | -5.0% | +267.2% | +249.0% |
| 5Y | +143.1% | +19.2% | +123.9% | +106.5% |
| All | +1,842.6% | +218.8% | +1,623.7% | +1,127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling