+146.7%
PM vs UMC
+142.0%
+4.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.9% | -5.8% | +1.5% |
| 7D | -7.1% | +0.1% | -7.2% | -6.9% |
| 30D | -2.8% | -28.7% | +25.9% | -4.9% |
| 3M | +6.3% | -15.1% | +21.4% | +5.4% |
| 6M | +9.6% | +5.0% | +4.7% | +8.8% |
| YTD | +25.6% | +108.2% | -82.6% | +26.5% |
| 1Y | +29.7% | +121.7% | -92.1% | +30.7% |
| All | +146.7% | +142.0% | +4.7% | +139.6% |
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 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