+1,593.7%
META vs UMC
+1,145.8%
+447.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.5% | -2.4% | +3.4% |
| 7D | +5.7% | -9.2% | +14.9% | +7.7% |
| 30D | -10.8% | -35.1% | +24.4% | -1.9% |
| 3M | +8.4% | -20.5% | +28.9% | +13.2% |
| 6M | +5.4% | -1.7% | +7.1% | +1.0% |
| YTD | -2.6% | +92.8% | -95.4% | -23.9% |
| 1Y | +3.5% | +104.5% | -101.0% | -20.5% |
| 3Y | +102.0% | +129.8% | -27.8% | +47.5% |
| 5Y | +93.1% | +74.0% | +19.1% | +47.4% |
| 10Y | +425.7% | +1,198.4% | -772.8% | +162.8% |
| All | +1,593.7% | +1,145.8% | +447.9% | +739.2% |
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