+252.1%
INTC vs UMC
+1,863.6%
-1,611.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +1.6% |
| 7D | +7.5% | +9.0% | -1.6% | +3.9% |
| 30D | +2.0% | +17.2% | -15.3% | -4.5% |
| 3M | -12.0% | +11.4% | -23.4% | -15.6% |
| 6M | +114.5% | +137.5% | -23.0% | +52.6% |
| YTD | +179.0% | +193.1% | -14.1% | +80.4% |
| 1Y | +318.3% | +240.3% | +78.0% | +155.9% |
| 3Y | +171.2% | +262.2% | -91.0% | +63.1% |
| 5Y | +107.6% | +143.1% | -35.5% | +35.5% |
| All | +252.1% | +1,863.6% | -1,611.4% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling