-56.3%
C vs UMC
+160.4%
-216.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -0.4% | -8.3% | +7.9% | +1.8% |
| 30D | -5.2% | -34.5% | +29.3% | +6.4% |
| 3M | -9.1% | -20.0% | +10.9% | -4.6% |
| 6M | -1.6% | -0.7% | -0.8% | -6.0% |
| YTD | +6.9% | +94.7% | -87.8% | -19.3% |
| 1Y | +23.0% | +106.0% | -83.0% | -8.9% |
| 3Y | +216.1% | +124.3% | +91.9% | +122.5% |
| 5Y | +112.2% | +78.0% | +34.3% | +55.7% |
| 10Y | +208.8% | +1,225.9% | -1,017.1% | +6.8% |
| All | -56.3% | +160.4% | -216.7% | -85.5% |
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