+218.3%
C vs UMC
+1,333.4%
-1,115.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.3% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.7% |
| 30D | -5.3% | -28.7% | +23.4% | +1.1% |
| 3M | -8.0% | -15.1% | +7.1% | -5.9% |
| 6M | -0.3% | +5.0% | -5.2% | -4.9% |
| YTD | +8.6% | +108.2% | -99.5% | -14.2% |
| 1Y | +25.8% | +121.7% | -95.9% | -2.2% |
| 3Y | +221.2% | +139.8% | +81.4% | +139.6% |
| 5Y | +113.6% | +85.1% | +28.5% | +64.3% |
| 10Y | +218.3% | +1,341.4% | -1,123.1% | +31.6% |
| All | +218.3% | +1,333.4% | -1,115.0% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling