+260.9%
UMC vs BAX
+81.6%
+179.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.8% | +6.2% |
| 7D | +6.6% | -2.4% | +9.0% | +7.3% |
| 30D | +16.6% | -9.7% | +26.3% | +19.9% |
| 3M | +11.0% | +29.3% | -18.2% | +1.5% |
| 6M | +131.3% | +40.7% | +90.6% | +105.3% |
| YTD | +182.5% | +30.3% | +152.2% | +153.3% |
| 1Y | +222.3% | +3.4% | +218.9% | +207.6% |
| 3Y | +253.0% | -32.0% | +285.1% | +272.5% |
| 5Y | +141.8% | -66.9% | +208.7% | +221.0% |
| 10Y | +1,772.2% | -37.1% | +1,809.3% | +1,729.4% |
| All | +260.9% | +81.6% | +179.3% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling