+946.2%
UMC vs ACWI
+341.2%
+605.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +4.3% |
| 7D | -9.2% | +0.3% | -9.5% | -8.8% |
| 30D | -35.1% | -2.8% | -32.3% | -32.1% |
| 3M | -20.5% | -3.2% | -17.3% | -16.3% |
| 6M | -1.7% | +1.3% | -3.0% | -0.7% |
| YTD | +92.8% | +11.2% | +81.6% | +74.2% |
| 1Y | +104.5% | +13.8% | +90.7% | +79.5% |
| 3Y | +129.8% | +76.2% | +53.6% | +18.9% |
| 5Y | +74.0% | +59.5% | +14.5% | +4.3% |
| 10Y | +1,198.4% | +222.2% | +976.2% | +215.7% |
| All | +946.2% | +341.2% | +605.1% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling