+236.1%
UMC vs ACWI
+20.9%
+215.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +5.0% |
| 7D | +13.6% | 0.0% | +13.6% | +13.4% |
| 30D | +20.8% | -0.6% | +21.3% | +21.8% |
| 3M | +16.1% | +4.3% | +11.9% | +9.7% |
| 6M | +137.3% | +12.7% | +124.6% | +108.9% |
| YTD | +193.8% | +13.9% | +179.8% | +155.4% |
| 1Y | +236.1% | +20.5% | +215.6% | +180.5% |
| All | +236.1% | +20.9% | +215.2% | +180.5% |
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