-39.0%
U vs UMC
+536.0%
-575.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -3.2% |
| 7D | -3.8% | +5.0% | -8.8% | -6.2% |
| 30D | +17.5% | +7.7% | +9.8% | +12.5% |
| 3M | +38.7% | +1.7% | +37.1% | +28.9% |
| 6M | +104.4% | +113.9% | -9.5% | +21.6% |
| YTD | -5.7% | +168.9% | -174.6% | -53.6% |
| 1Y | +3.7% | +207.2% | -203.5% | -53.1% |
| 3Y | +12.3% | +227.7% | -215.4% | -53.4% |
| 5Y | -68.8% | +118.0% | -186.9% | -84.7% |
| All | -39.0% | +536.0% | -575.1% | -78.8% |
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 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