+11.9%
U vs UMC
+262.0%
-250.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.5% |
| 7D | +4.4% | +13.6% | -9.3% | +0.8% |
| 30D | -1.3% | +20.8% | -22.1% | -6.5% |
| 3M | +49.6% | +16.1% | +33.4% | +37.4% |
| 6M | +100.2% | +137.3% | -37.1% | +39.5% |
| YTD | -3.7% | +193.8% | -197.4% | -42.1% |
| 1Y | -6.5% | +236.1% | -242.6% | -47.5% |
| All | +11.9% | +262.0% | -250.1% | -47.8% |
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