+207.2%
UMC vs ALL
+28.3%
+178.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +3.7% |
| 7D | +5.0% | 0.0% | +4.9% | +5.0% |
| 30D | +7.7% | -1.5% | +9.2% | +6.8% |
| 3M | +1.7% | +23.6% | -22.0% | +14.6% |
| 6M | +113.9% | +22.3% | +91.6% | +140.5% |
| YTD | +168.9% | +26.5% | +142.4% | +203.5% |
| 1Y | +207.2% | +27.0% | +180.2% | +252.8% |
| All | +207.2% | +28.3% | +178.9% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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