+240.3%
UMC vs ALL
+29.5%
+210.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.9% |
| 7D | +9.0% | -2.3% | +11.3% | +7.3% |
| 30D | +17.2% | -0.4% | +17.7% | +17.0% |
| 3M | +11.4% | +16.0% | -4.6% | +22.2% |
| 6M | +137.5% | +24.6% | +112.9% | +165.0% |
| YTD | +193.1% | +23.7% | +169.4% | +227.8% |
| 1Y | +240.3% | +27.7% | +212.6% | +285.4% |
| All | +240.3% | +29.5% | +210.8% | +285.4% |
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