+462.9%
META vs UMC
+1,272.7%
-809.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.5% |
| 7D | +5.2% | +11.2% | -6.0% | +2.3% |
| 30D | -13.0% | -28.0% | +15.0% | -6.1% |
| 3M | +7.9% | -20.5% | +28.5% | +13.0% |
| 6M | +4.2% | -1.6% | +5.8% | -1.0% |
| YTD | -2.5% | +99.4% | -101.9% | -27.4% |
| 1Y | +5.6% | +120.4% | -114.8% | -24.0% |
| 3Y | +96.8% | +134.2% | -37.4% | +35.9% |
| 5Y | +90.0% | +78.8% | +11.2% | +37.2% |
| All | +462.9% | +1,272.7% | -809.8% | +134.9% |
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