+1,527.5%
META vs UMC
+1,637.8%
-110.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | 0.0% |
| 7D | +6.7% | +5.0% | +1.8% | +5.5% |
| 30D | +4.8% | +7.7% | -2.9% | +2.9% |
| 3M | -1.6% | +1.7% | -3.3% | -4.4% |
| 6M | -7.5% | +113.9% | -121.4% | -26.8% |
| YTD | -6.4% | +168.9% | -175.3% | -31.7% |
| 1Y | -17.3% | +207.2% | -224.5% | -42.1% |
| 3Y | +109.9% | +227.7% | -117.8% | +42.3% |
| 5Y | +65.4% | +118.0% | -52.7% | +19.9% |
| 10Y | +391.8% | +1,682.1% | -1,290.3% | +130.1% |
| All | +1,527.5% | +1,637.8% | -110.3% | +653.2% |
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