+274.0%
C vs UMC
+252.9%
+21.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | +0.3% | +11.4% | -11.1% | -1.2% |
| 30D | +2.0% | +16.8% | -14.8% | -0.2% |
| 3M | +4.4% | +19.1% | -14.7% | +0.9% |
| 6M | +28.3% | +137.4% | -109.1% | +11.5% |
| YTD | +20.5% | +186.4% | -165.9% | -1.5% |
| 1Y | +45.5% | +229.1% | -183.5% | +14.5% |
| All | +274.0% | +252.9% | +21.1% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling