+46.9%
PM vs UMC
+112.5%
-65.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +1.3% |
| 7D | +4.3% | -14.7% | +18.9% | +2.5% |
| 30D | +11.5% | -32.9% | +44.3% | +7.0% |
| 3M | +13.0% | -22.2% | +35.2% | +10.4% |
| 6M | +25.9% | +25.9% | 0.0% | +25.6% |
| YTD | +34.0% | +107.9% | -73.9% | +44.3% |
| 1Y | +46.9% | +115.0% | -68.1% | +59.6% |
| All | +46.9% | +112.5% | -65.6% | +59.6% |
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