+260.9%
UMC vs MTB
+860.8%
-599.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.3% |
| 7D | +6.6% | +2.8% | +3.8% | +5.3% |
| 30D | +16.6% | -4.2% | +20.7% | +18.5% |
| 3M | +11.0% | +7.8% | +3.2% | +7.1% |
| 6M | +131.3% | +14.8% | +116.5% | +116.9% |
| YTD | +182.5% | +20.8% | +161.7% | +158.3% |
| 1Y | +222.3% | +23.1% | +199.1% | +191.6% |
| 3Y | +253.0% | +114.8% | +138.2% | +144.2% |
| 5Y | +141.8% | +103.3% | +38.6% | +65.0% |
| 10Y | +1,772.2% | +173.0% | +1,599.2% | +860.7% |
| All | +260.9% | +860.8% | -599.8% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling