+1,511.3%
META vs UMC
+1,058.8%
+452.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | -0.8% | -17.0% | +16.2% | +3.2% |
| 30D | -15.4% | -40.6% | +25.2% | -5.2% |
| 3M | +3.5% | -27.9% | +31.4% | +10.5% |
| 6M | -0.3% | -7.5% | +7.2% | -3.2% |
| YTD | -7.3% | +79.3% | -86.6% | -26.4% |
| 1Y | -1.1% | +92.8% | -93.9% | -23.1% |
| 3Y | +95.1% | +108.2% | -13.1% | +45.9% |
| 5Y | +80.6% | +68.4% | +12.1% | +39.2% |
| 10Y | +410.1% | +1,107.7% | -697.6% | +159.3% |
| All | +1,511.3% | +1,058.8% | +452.5% | +711.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling