-68.1%
U vs UMC
+135.7%
-203.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.4% | -0.2% |
| 7D | +4.5% | +6.6% | -2.1% | +0.6% |
| 30D | -0.6% | +16.6% | -17.1% | -9.5% |
| 3M | +48.4% | +11.0% | +37.4% | +27.9% |
| 6M | +115.4% | +131.3% | -15.9% | +5.7% |
| YTD | -3.2% | +182.5% | -185.7% | -62.9% |
| 1Y | -6.0% | +222.3% | -228.3% | -67.9% |
| 3Y | +13.5% | +253.0% | -239.6% | -68.3% |
| All | -68.1% | +135.7% | -203.8% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling