+134.2%
UMC vs ALL
+117.7%
+16.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.2% |
| 7D | +11.2% | +5.0% | +6.2% | +12.7% |
| 30D | -28.0% | +13.3% | -41.4% | -25.4% |
| 3M | -20.5% | +3.2% | -23.7% | -19.3% |
| 6M | -1.6% | +25.3% | -26.9% | +2.6% |
| YTD | +99.4% | +30.5% | +68.9% | +107.5% |
| 1Y | +120.4% | +29.2% | +91.2% | +129.5% |
| 3Y | +134.2% | +119.1% | +15.1% | +154.0% |
| All | +134.2% | +117.7% | +16.5% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling