+243.6%
UMC vs BB
-41.7%
+285.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | -5.6% | +10.6% | +6.2% |
| 30D | +7.7% | -11.8% | +19.5% | +10.2% |
| 3M | +1.7% | -25.5% | +27.2% | +7.2% |
| 6M | +113.9% | +121.3% | -7.3% | +77.9% |
| YTD | +168.9% | +103.2% | +65.7% | +127.4% |
| 1Y | +207.2% | +102.6% | +104.6% | +158.3% |
| 3Y | +227.7% | +37.5% | +190.2% | +179.0% |
| 5Y | +118.0% | -30.4% | +148.5% | +107.0% |
| 10Y | +1,682.1% | 0.0% | +1,682.1% | +1,145.7% |
| All | +243.6% | -41.7% | +285.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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