+242.4%
UMC vs MULL
+2,366.2%
-2,123.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.3% | +6.8% | -1.1% |
| 7D | +11.4% | +3.6% | +7.8% | +10.7% |
| 30D | +16.8% | +22.0% | -5.2% | +12.6% |
| 3M | +19.1% | -8.6% | +27.7% | +16.5% |
| 6M | +137.4% | +248.5% | -111.1% | +96.8% |
| YTD | +186.4% | +516.3% | -329.9% | +121.0% |
| 1Y | +229.1% | +2,036.6% | -1,807.6% | +119.6% |
| All | +242.4% | +2,366.2% | -2,123.8% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling