+281.0%
B vs UMC
+178.4%
+102.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.9% | -8.5% | -2.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | -4.3% | -28.7% | +24.4% | -1.0% |
| 3M | -2.3% | -15.1% | +12.8% | -1.0% |
| 6M | -16.2% | +5.0% | -21.2% | -18.0% |
| YTD | -8.8% | +108.2% | -117.0% | -17.8% |
| 1Y | +11.4% | +121.7% | -110.4% | -0.2% |
| 3Y | +174.3% | +139.8% | +34.5% | +142.1% |
| 5Y | +116.2% | +85.1% | +31.1% | +93.2% |
| 10Y | +222.7% | +1,341.4% | -1,118.6% | +123.1% |
| All | +281.0% | +178.4% | +102.6% | +142.2% |
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