+375.1%
META vs UMC
+1,742.7%
-1,367.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.8% |
| 7D | +6.0% | +6.6% | -0.6% | +4.3% |
| 30D | +3.6% | +16.6% | -12.9% | -0.5% |
| 3M | +4.9% | +11.0% | -6.1% | -0.9% |
| 6M | -4.7% | +131.3% | -136.0% | -28.5% |
| YTD | -6.9% | +182.5% | -189.4% | -35.9% |
| 1Y | -18.2% | +222.3% | -240.4% | -46.3% |
| 3Y | +107.8% | +253.0% | -145.3% | +30.0% |
| 5Y | +63.9% | +141.8% | -77.9% | +10.2% |
| 10Y | +375.1% | +1,772.2% | -1,397.1% | +78.7% |
| All | +375.1% | +1,742.7% | -1,367.6% | +78.7% |
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