+132.0%
C vs UMC
+145.1%
-13.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | 0.0% |
| 7D | +2.6% | +13.6% | -11.0% | -0.1% |
| 30D | +1.9% | +20.8% | -18.8% | -2.1% |
| 3M | +2.8% | +16.1% | -13.3% | -2.2% |
| 6M | +30.6% | +137.3% | -106.7% | +3.7% |
| YTD | +19.9% | +193.8% | -173.9% | -12.4% |
| 1Y | +44.6% | +236.1% | -191.5% | +1.1% |
| 3Y | +272.1% | +267.1% | +5.0% | +145.8% |
| 5Y | +132.0% | +145.3% | -13.3% | +58.4% |
| All | +132.0% | +145.1% | -13.1% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling