-3.1%
CMG vs UMC
+143.5%
-146.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -2.1% | +9.0% | -11.1% | -3.8% |
| 30D | +10.9% | +17.2% | -6.3% | +7.3% |
| 3M | +15.8% | +11.4% | +4.4% | +9.7% |
| 6M | +6.9% | +137.5% | -130.6% | -19.0% |
| YTD | -2.2% | +193.1% | -195.3% | -32.5% |
| 1Y | -7.1% | +240.3% | -247.4% | -39.6% |
| 3Y | -7.1% | +262.2% | -269.3% | -43.1% |
| All | -3.1% | +143.5% | -146.6% | -34.8% |
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