+145.3%
UMC vs ALL
+115.1%
+30.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +13.6% | -2.2% | +15.8% | +13.6% |
| 30D | +20.8% | -5.6% | +26.3% | +20.7% |
| 3M | +16.1% | +17.2% | -1.1% | +14.9% |
| 6M | +137.3% | +23.2% | +114.0% | +133.0% |
| YTD | +193.8% | +23.6% | +170.2% | +188.1% |
| 1Y | +236.1% | +29.2% | +206.9% | +227.3% |
| 3Y | +267.1% | +153.8% | +113.3% | +217.0% |
| 5Y | +145.3% | +116.1% | +29.2% | +125.1% |
| All | +145.3% | +115.1% | +30.1% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling