+253.9%
UMC vs MTB
+113.5%
+140.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +11.4% | -0.4% | +11.8% | +11.5% |
| 30D | +16.8% | -4.6% | +21.4% | +18.0% |
| 3M | +19.1% | +7.4% | +11.7% | +16.7% |
| 6M | +137.4% | +18.7% | +118.8% | +126.5% |
| YTD | +186.4% | +21.1% | +165.3% | +170.7% |
| 1Y | +229.1% | +24.1% | +205.0% | +208.5% |
| All | +253.9% | +113.5% | +140.4% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling