+144.1%
UMC vs BLK
+32.0%
+112.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.5% |
| 7D | +9.0% | -3.3% | +12.3% | +10.7% |
| 30D | +17.2% | -6.5% | +23.8% | +21.0% |
| 3M | +11.4% | +6.7% | +4.7% | +6.8% |
| 6M | +137.5% | +14.7% | +122.8% | +118.1% |
| YTD | +193.1% | +2.5% | +190.6% | +180.9% |
| 1Y | +240.3% | -2.8% | +243.1% | +235.7% |
| 3Y | +262.2% | +65.9% | +196.3% | +138.4% |
| All | +144.1% | +32.0% | +112.1% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling