+10.5%
MO vs UMC
+209.4%
-199.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -0.4% |
| 7D | +0.3% | +5.0% | -4.6% | +0.9% |
| 30D | +0.6% | +7.7% | -7.0% | +1.6% |
| 3M | -1.0% | +1.7% | -2.6% | +0.4% |
| 6M | +4.3% | +113.9% | -109.6% | +10.0% |
| YTD | +23.3% | +168.9% | -145.6% | +37.3% |
| 1Y | +10.5% | +207.2% | -196.7% | +26.3% |
| All | +10.5% | +209.4% | -199.0% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling