+262.2%
UMC vs BAX
-35.4%
+297.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.5% |
| 7D | +9.0% | -7.9% | +16.9% | +9.9% |
| 30D | +17.2% | -11.7% | +28.9% | +18.7% |
| 3M | +11.4% | +16.2% | -4.8% | +9.0% |
| 6M | +137.5% | +32.0% | +105.5% | +127.5% |
| YTD | +193.1% | +24.7% | +168.4% | +180.5% |
| 1Y | +240.3% | -2.6% | +242.9% | +238.1% |
| 3Y | +262.2% | -35.0% | +297.2% | +276.1% |
| All | +262.2% | -35.4% | +297.6% | +276.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling