+154.7%
UMC vs ALL
+1,481.0%
-1,326.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | +11.2% | +5.0% | +6.2% | +8.9% |
| 30D | -28.0% | +13.3% | -41.4% | -32.1% |
| 3M | -20.5% | +3.2% | -23.7% | -22.5% |
| 6M | -1.6% | +25.3% | -26.9% | -13.9% |
| YTD | +99.4% | +30.5% | +68.9% | +69.9% |
| 1Y | +120.4% | +29.2% | +91.2% | +88.3% |
| 3Y | +134.2% | +119.1% | +15.1% | +50.5% |
| 5Y | +78.8% | +162.6% | -83.8% | +0.6% |
| 10Y | +1,280.4% | +378.8% | +901.7% | +423.3% |
| All | +154.7% | +1,481.0% | -1,326.2% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling