+294.7%
C vs UMC
+1,867.9%
-1,573.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.1% |
| 7D | +2.6% | +13.6% | -11.0% | -0.3% |
| 30D | +1.9% | +20.8% | -18.8% | -2.3% |
| 3M | +2.8% | +16.1% | -13.3% | -2.2% |
| 6M | +30.6% | +137.3% | -106.7% | +4.1% |
| YTD | +19.9% | +193.8% | -173.9% | -11.0% |
| 1Y | +44.6% | +236.1% | -191.5% | +3.5% |
| 3Y | +272.1% | +267.1% | +5.0% | +155.5% |
| 5Y | +132.0% | +145.3% | -13.3% | +69.9% |
| 10Y | +294.7% | +1,857.3% | -1,562.7% | +54.7% |
| All | +294.7% | +1,867.9% | -1,573.3% | +54.7% |
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