+115.1%
B vs UMC
+85.9%
+29.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.9% | -8.5% | -2.8% |
| 7D | -2.7% | +0.1% | -2.8% | -3.1% |
| 30D | -4.3% | -28.7% | +24.4% | +1.0% |
| 3M | -2.3% | -15.1% | +12.8% | -0.4% |
| 6M | -16.2% | +5.0% | -21.2% | -20.2% |
| YTD | -8.8% | +108.2% | -117.0% | -25.4% |
| 1Y | +11.4% | +121.7% | -110.4% | -10.1% |
| 3Y | +174.3% | +139.8% | +34.5% | +115.0% |
| All | +115.1% | +85.9% | +29.2% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling