+115.0%
UMC vs MULL
+444.9%
-329.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.8% | +11.7% | +0.5% |
| 7D | -14.7% | -35.9% | +21.2% | -7.7% |
| 30D | -32.9% | -47.3% | +14.5% | -25.2% |
| 3M | -22.2% | -30.6% | +8.4% | -18.3% |
| 6M | +25.9% | +13.7% | +12.2% | +22.2% |
| YTD | +107.9% | +272.1% | -164.2% | +79.1% |
| 1Y | +115.0% | +475.1% | -360.0% | +77.9% |
| All | +115.0% | +444.9% | -329.8% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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