+274.5%
UMC vs BBY
+468.2%
-193.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.3% |
| 7D | +9.0% | +0.6% | +8.4% | +8.7% |
| 30D | +17.2% | +9.4% | +7.8% | +13.4% |
| 3M | +11.4% | +19.3% | -7.9% | +4.4% |
| 6M | +137.5% | +47.9% | +89.6% | +106.0% |
| YTD | +193.1% | +39.6% | +153.5% | +156.2% |
| 1Y | +240.3% | +22.2% | +218.1% | +209.9% |
| 3Y | +262.2% | +45.0% | +217.2% | +198.0% |
| 5Y | +143.1% | +2.6% | +140.6% | +119.8% |
| 10Y | +1,853.0% | +250.5% | +1,602.5% | +930.6% |
| All | +274.5% | +468.2% | -193.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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