+1,842.6%
UMC vs A
+256.4%
+1,586.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.3% |
| 7D | +9.0% | -2.6% | +11.6% | +10.1% |
| 30D | +17.2% | -0.9% | +18.1% | +17.2% |
| 3M | +11.4% | +13.6% | -2.2% | +4.7% |
| 6M | +137.5% | +27.8% | +109.7% | +110.1% |
| YTD | +193.1% | +8.6% | +184.5% | +177.4% |
| 1Y | +240.3% | +16.9% | +223.4% | +209.2% |
| 3Y | +262.2% | +32.9% | +229.3% | +196.7% |
| 5Y | +143.1% | -14.1% | +157.2% | +141.7% |
| All | +1,842.6% | +256.4% | +1,586.2% | +1,088.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling