+210.9%
PM vs UMC
+1,863.6%
-1,652.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | +4.7% | +9.0% | -4.3% | +4.2% |
| 30D | +2.6% | +17.2% | -14.6% | +1.8% |
| 3M | +6.6% | +11.4% | -4.8% | +5.2% |
| 6M | +16.5% | +137.5% | -121.0% | +7.9% |
| YTD | +21.2% | +193.1% | -171.9% | +9.8% |
| 1Y | +17.9% | +240.3% | -222.4% | +5.2% |
| 3Y | +129.8% | +262.2% | -132.4% | +101.5% |
| 5Y | +133.0% | +143.1% | -10.1% | +109.3% |
| All | +210.9% | +1,863.6% | -1,652.6% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling