+262.2%
UMC vs MXL
+222.8%
+39.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.2% | +1.0% |
| 7D | +9.0% | +18.9% | -9.9% | +5.6% |
| 30D | +17.2% | +0.3% | +16.9% | +16.6% |
| 3M | +11.4% | -8.0% | +19.4% | +11.4% |
| 6M | +137.5% | +341.2% | -203.7% | +78.4% |
| YTD | +193.1% | +327.8% | -134.7% | +120.5% |
| 1Y | +240.3% | +364.9% | -124.6% | +150.8% |
| 3Y | +262.2% | +229.2% | +33.0% | +159.1% |
| All | +262.2% | +222.8% | +39.4% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling