+217.8%
INTU vs UMC
+1,863.6%
-1,645.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +2.3% |
| 7D | -3.3% | +9.0% | -12.3% | -5.2% |
| 30D | -3.9% | +17.2% | -21.2% | -7.5% |
| 3M | +16.6% | +11.4% | +5.2% | +9.9% |
| 6M | -26.4% | +137.5% | -163.9% | -45.1% |
| YTD | -51.0% | +193.1% | -244.1% | -66.4% |
| 1Y | -50.8% | +240.3% | -291.1% | -67.9% |
| 3Y | -40.1% | +262.2% | -302.3% | -62.6% |
| 5Y | -41.2% | +143.1% | -184.3% | -60.2% |
| All | +217.8% | +1,863.6% | -1,645.8% | +25.1% |
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