+253.9%
UMC vs A
+28.1%
+225.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +11.4% | -4.6% | +16.0% | +12.4% |
| 30D | +16.8% | -4.3% | +21.1% | +17.6% |
| 3M | +19.1% | +8.9% | +10.1% | +15.8% |
| 6M | +137.4% | +24.5% | +112.9% | +122.1% |
| YTD | +186.4% | +5.8% | +180.6% | +178.9% |
| 1Y | +229.1% | +16.2% | +212.8% | +210.2% |
| All | +253.9% | +28.1% | +225.8% | +212.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling