+115.0%
UMC vs MXL
+276.5%
-161.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.1% | +9.1% | +0.4% |
| 7D | -14.7% | -24.3% | +9.7% | -9.5% |
| 30D | -32.9% | -46.1% | +13.2% | -24.0% |
| 3M | -22.2% | -21.8% | -0.3% | -19.3% |
| 6M | +25.9% | -27.2% | +53.1% | +30.7% |
| YTD | +107.9% | +226.2% | -118.2% | +52.0% |
| 1Y | +115.0% | +297.0% | -182.0% | +47.0% |
| All | +115.0% | +276.5% | -161.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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