+32.8%
PM vs UMC
+117.0%
-84.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.0% |
| 7D | +0.5% | +11.2% | -10.6% | +1.6% |
| 30D | -3.2% | -28.0% | +24.8% | -6.3% |
| 3M | +6.2% | -20.5% | +26.8% | +4.2% |
| 6M | +7.7% | -1.6% | +9.2% | +6.5% |
| YTD | +27.3% | +99.4% | -72.1% | +39.1% |
| 1Y | +32.8% | +120.4% | -87.6% | +52.1% |
| All | +32.8% | +117.0% | -84.3% | +52.1% |
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