+108.2%
UMC vs ACWI
+70.3%
+37.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | -17.0% | -2.4% | -14.6% | -13.3% |
| 30D | -40.6% | -5.2% | -35.4% | -35.2% |
| 3M | -27.9% | -4.8% | -23.0% | -21.7% |
| 6M | -7.5% | -1.3% | -6.1% | -2.8% |
| YTD | +79.3% | +8.4% | +70.9% | +69.6% |
| 1Y | +92.8% | +11.0% | +81.8% | +77.0% |
| 3Y | +108.2% | +70.6% | +37.6% | +1.6% |
| All | +108.2% | +70.3% | +37.8% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling