+81.9%
META vs UMC
+64.2%
+17.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.2% |
| 7D | -0.8% | -17.0% | +16.2% | +4.5% |
| 30D | -15.4% | -40.6% | +25.2% | -1.4% |
| 3M | +3.5% | -27.9% | +31.4% | +12.8% |
| 6M | -0.3% | -7.5% | +7.2% | -7.1% |
| YTD | -7.3% | +79.3% | -86.6% | -39.7% |
| 1Y | -1.1% | +92.8% | -93.9% | -38.2% |
| 3Y | +95.1% | +108.2% | -13.1% | +9.7% |
| All | +81.9% | +64.2% | +17.7% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling