+444.1%
META vs UMC
+1,240.7%
-796.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +3.3% | -8.3% | +11.6% | +5.2% |
| 30D | -10.8% | -34.5% | +23.7% | -1.2% |
| 3M | +7.9% | -20.0% | +27.9% | +12.9% |
| 6M | +5.4% | -0.7% | +6.1% | -0.1% |
| YTD | -2.6% | +94.7% | -97.3% | -26.9% |
| 1Y | +1.9% | +106.0% | -104.1% | -25.0% |
| 3Y | +97.0% | +124.3% | -27.3% | +37.9% |
| 5Y | +97.6% | +78.0% | +19.7% | +43.2% |
| All | +444.1% | +1,240.7% | -796.6% | +129.1% |
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