+262.2%
UMC vs MRSH
-4.9%
+267.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.3% |
| 7D | +9.0% | -4.8% | +13.8% | +7.3% |
| 30D | +17.2% | -6.3% | +23.6% | +14.9% |
| 3M | +11.4% | +5.8% | +5.6% | +13.4% |
| 6M | +137.5% | +2.8% | +134.7% | +141.4% |
| YTD | +193.1% | -3.1% | +196.2% | +198.9% |
| 1Y | +240.3% | -11.3% | +251.6% | +252.3% |
| 3Y | +262.2% | -5.0% | +267.2% | +273.0% |
| All | +262.2% | -4.9% | +267.1% | +273.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling