+207.2%
UMC vs MTB
+23.4%
+183.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +5.0% | +1.7% | +3.2% | +4.9% |
| 30D | +7.7% | -4.2% | +11.9% | +8.1% |
| 3M | +1.7% | +8.9% | -7.2% | +0.3% |
| 6M | +113.9% | +10.9% | +103.0% | +108.4% |
| YTD | +168.9% | +21.5% | +147.4% | +156.9% |
| 1Y | +207.2% | +21.9% | +185.3% | +194.5% |
| All | +207.2% | +23.4% | +183.8% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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