+154.7%
UMC vs BAX
+88.6%
+66.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -28.0% | +4.1% | -32.1% | -29.0% |
| 3M | -20.5% | -4.5% | -16.0% | -19.9% |
| 6M | -1.6% | +49.2% | -50.8% | -14.2% |
| YTD | +99.4% | +35.2% | +64.1% | +76.1% |
| 1Y | +120.4% | +38.3% | +82.1% | +92.9% |
| 3Y | +134.2% | -19.0% | +153.3% | +133.4% |
| 5Y | +78.8% | -64.2% | +143.0% | +130.8% |
| 10Y | +1,280.4% | -35.7% | +1,316.1% | +1,240.0% |
| All | +154.7% | +88.6% | +66.2% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling