+137.3%
UMC vs BND
-1.3%
+138.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.7% |
| 7D | +13.6% | -0.1% | +13.8% | +14.1% |
| 30D | +20.8% | -0.2% | +21.0% | +21.4% |
| 3M | +16.1% | -0.7% | +16.8% | +19.2% |
| 6M | +137.3% | -1.7% | +139.0% | +151.8% |
| All | +137.3% | -1.3% | +138.6% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 6mo: compounded portfolio wealth divided by compounded BND 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…
6mo analysis · Full analysis span regression · 6 months rolling