+763.1%
PM vs UMC
+1,556.0%
-792.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.5% | -2.5% |
| 7D | -4.9% | +5.0% | -9.8% | -5.4% |
| 30D | -3.4% | +7.7% | -11.1% | -4.3% |
| 3M | +5.2% | +1.7% | +3.5% | +3.4% |
| 6M | +3.7% | +113.9% | -110.2% | -8.3% |
| YTD | +15.8% | +168.9% | -153.1% | -1.4% |
| 1Y | +17.4% | +207.2% | -189.8% | -2.1% |
| 3Y | +116.9% | +227.7% | -110.8% | +76.5% |
| 5Y | +117.3% | +118.0% | -0.7% | +83.7% |
| 10Y | +193.8% | +1,682.1% | -1,488.4% | +66.2% |
| All | +763.1% | +1,556.0% | -792.8% | +316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling