+240.3%
UMC vs MTB
+24.6%
+215.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +17.2% | -4.8% | +22.0% | +17.7% |
| 3M | +11.4% | +6.0% | +5.5% | +10.5% |
| 6M | +137.5% | +19.6% | +117.9% | +130.4% |
| YTD | +193.1% | +21.5% | +171.6% | +180.8% |
| 1Y | +240.3% | +24.7% | +215.6% | +220.5% |
| All | +240.3% | +24.6% | +215.7% | +220.5% |
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