-51.1%
C vs UMC
+259.6%
-310.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -1.6% |
| 7D | +3.6% | +5.0% | -1.3% | +2.1% |
| 30D | +0.1% | +7.7% | -7.6% | -2.3% |
| 3M | +2.4% | +1.7% | +0.8% | -0.6% |
| 6M | +24.9% | +113.9% | -89.0% | -4.7% |
| YTD | +19.8% | +168.9% | -149.1% | -16.5% |
| 1Y | +44.9% | +207.2% | -162.3% | -3.4% |
| 3Y | +263.0% | +227.7% | +35.3% | +131.6% |
| 5Y | +129.5% | +118.0% | +11.5% | +60.8% |
| 10Y | +291.6% | +1,682.1% | -1,390.5% | +26.0% |
| All | -51.1% | +259.6% | -310.7% | -85.0% |
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