+137.5%
UMC vs A
-16.6%
+154.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | +11.4% | -4.6% | +16.0% | +13.2% |
| 30D | +16.8% | -4.3% | +21.1% | +18.2% |
| 3M | +19.1% | +8.9% | +10.1% | +14.1% |
| 6M | +137.4% | +24.5% | +112.9% | +114.1% |
| YTD | +186.4% | +5.8% | +180.6% | +175.1% |
| 1Y | +229.1% | +16.2% | +212.8% | +201.0% |
| 3Y | +257.9% | +28.5% | +229.4% | +195.4% |
| 5Y | +137.5% | -16.3% | +153.9% | +146.4% |
| All | +137.5% | -16.6% | +154.1% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling