+4,005.7%
CMG vs UMC
+1,114.5%
+2,891.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | -3.8% | +11.4% | -15.2% | -6.0% |
| 30D | +12.9% | +16.8% | -3.9% | +9.2% |
| 3M | +18.8% | +19.1% | -0.3% | +11.8% |
| 6M | +4.1% | +137.4% | -133.4% | -16.7% |
| YTD | -2.4% | +186.4% | -188.7% | -26.0% |
| 1Y | -6.7% | +229.1% | -235.7% | -31.7% |
| 3Y | -7.1% | +257.9% | -265.0% | -34.3% |
| 5Y | -5.0% | +137.5% | -142.5% | -27.9% |
| 10Y | +323.5% | +1,808.2% | -1,484.6% | +91.6% |
| All | +4,005.7% | +1,114.5% | +2,891.2% | +1,609.5% |
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