+2.7%
META vs UMC
+121.2%
-118.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +3.1% | +17.8% | -14.7% | +2.3% |
| 30D | -18.2% | -29.6% | +11.4% | -17.8% |
| 3M | +7.8% | -18.4% | +26.2% | +8.5% |
| 6M | +3.6% | -0.1% | +3.7% | +4.2% |
| YTD | -5.3% | +104.0% | -109.3% | -4.6% |
| 1Y | +2.7% | +121.5% | -118.8% | +2.5% |
| All | +2.7% | +121.2% | -118.5% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling