+115.0%
UMC vs ACWI
+14.9%
+100.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -5.2% |
| 7D | -14.7% | -0.5% | -14.2% | -13.8% |
| 30D | -32.9% | -1.6% | -31.2% | -30.6% |
| 3M | -22.2% | -1.3% | -20.8% | -20.0% |
| 6M | +25.9% | +5.8% | +20.1% | +19.4% |
| YTD | +107.9% | +12.7% | +95.2% | +87.6% |
| 1Y | +115.0% | +15.0% | +100.0% | +89.8% |
| All | +115.0% | +14.9% | +100.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling