+336.5%
B vs UMC
+259.6%
+76.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -2.7% |
| 7D | -1.6% | +5.0% | -6.5% | -2.2% |
| 30D | +9.4% | +7.7% | +1.8% | +8.4% |
| 3M | +5.0% | +1.7% | +3.3% | +3.8% |
| 6M | -3.5% | +113.9% | -117.5% | -12.6% |
| YTD | +4.5% | +168.9% | -164.4% | -8.0% |
| 1Y | +67.8% | +207.2% | -139.4% | +45.6% |
| 3Y | +196.7% | +227.7% | -31.0% | +154.1% |
| 5Y | +151.9% | +118.0% | +33.9% | +121.6% |
| 10Y | +202.2% | +1,682.1% | -1,480.0% | +104.9% |
| All | +336.5% | +259.6% | +76.9% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling