+13.2%
UMC vs MUZ
-54.9%
+68.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.5% | -12.0% | 0.0% |
| 7D | +11.4% | -7.7% | +19.0% | +9.6% |
| 30D | +16.8% | -29.2% | +46.0% | +7.8% |
| 3M | +19.1% | -62.5% | +81.6% | +7.6% |
| All | +13.2% | -54.9% | +68.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 5y: compounded portfolio wealth divided by compounded MUZ 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…
5y analysis · Full analysis span regression · Available span rolling