+262.2%
UMC vs BLK
+66.0%
+196.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.9% |
| 7D | +9.0% | -3.3% | +12.3% | +9.9% |
| 30D | +17.2% | -6.5% | +23.8% | +19.3% |
| 3M | +11.4% | +6.7% | +4.7% | +9.0% |
| 6M | +137.5% | +14.7% | +122.8% | +126.7% |
| YTD | +193.1% | +2.5% | +190.6% | +184.8% |
| 1Y | +240.3% | -2.8% | +243.1% | +237.8% |
| 3Y | +262.2% | +65.9% | +196.3% | +159.3% |
| All | +262.2% | +66.0% | +196.2% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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