+108.3%
META vs UMC
+234.1%
-125.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.4% |
| 7D | +6.7% | +5.0% | +1.8% | +6.0% |
| 30D | +4.8% | +7.7% | -2.9% | +3.7% |
| 3M | -1.6% | +1.7% | -3.3% | -3.5% |
| 6M | -7.5% | +113.9% | -121.4% | -23.2% |
| YTD | -6.4% | +168.9% | -175.3% | -29.5% |
| 1Y | -17.3% | +207.2% | -224.5% | -41.0% |
| All | +108.3% | +234.1% | -125.8% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling