+115.0%
UMC vs ALL
+42.7%
+72.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | +0.4% |
| 7D | -14.7% | +7.5% | -22.2% | -8.9% |
| 30D | -32.9% | +19.7% | -52.6% | -21.4% |
| 3M | -22.2% | +2.9% | -25.1% | -19.1% |
| 6M | +25.9% | +23.5% | +2.4% | +52.0% |
| YTD | +107.9% | +31.1% | +76.8% | +155.5% |
| 1Y | +115.0% | +40.5% | +74.6% | +175.6% |
| All | +115.0% | +42.7% | +72.3% | +175.6% |
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