+160.7%
UMC vs ALL
+1,475.4%
-1,314.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.7% |
| 7D | +17.8% | 0.0% | +17.8% | +17.6% |
| 30D | -29.6% | +12.8% | -42.4% | -33.5% |
| 3M | -18.4% | +4.7% | -23.1% | -20.8% |
| 6M | -0.1% | +24.9% | -25.1% | -12.5% |
| YTD | +104.0% | +30.0% | +74.0% | +74.2% |
| 1Y | +121.5% | +29.9% | +91.6% | +88.7% |
| 3Y | +135.0% | +117.5% | +17.5% | +51.5% |
| 5Y | +83.0% | +161.7% | -78.7% | +3.1% |
| 10Y | +1,312.7% | +377.1% | +935.6% | +436.3% |
| All | +160.7% | +1,475.4% | -1,314.7% | -53.6% |
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 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