+95.0%
MO vs UMC
+261.2%
-166.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.5% |
| 7D | +0.1% | +9.0% | -8.9% | +0.8% |
| 30D | +7.1% | +17.2% | -10.1% | +8.5% |
| 3M | -2.0% | +11.4% | -13.4% | -0.6% |
| 6M | +7.3% | +137.5% | -130.2% | +10.8% |
| YTD | +23.5% | +193.1% | -169.7% | +28.9% |
| 1Y | +11.0% | +240.3% | -229.3% | +16.1% |
| 3Y | +95.0% | +262.2% | -167.2% | +97.2% |
| All | +95.0% | +261.2% | -166.2% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling