+198.7%
B vs UMC
+252.5%
-53.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.5% | -2.3% |
| 7D | +2.3% | +6.6% | -4.3% | +1.1% |
| 30D | +1.4% | +16.6% | -15.2% | -1.6% |
| 3M | +12.2% | +11.0% | +1.2% | +7.1% |
| 6M | -2.1% | +131.3% | -133.4% | -22.3% |
| YTD | +2.9% | +182.5% | -179.6% | -23.1% |
| 1Y | +55.3% | +222.3% | -167.0% | +11.8% |
| 3Y | +198.7% | +253.0% | -54.3% | +106.9% |
| All | +198.7% | +252.5% | -53.8% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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