+115.0%
UMC vs BR
-14.2%
+129.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -0.7% |
| 7D | -14.7% | +7.0% | -21.6% | -12.0% |
| 30D | -32.9% | +19.0% | -51.8% | -27.7% |
| 3M | -22.2% | +13.1% | -35.2% | -17.2% |
| 6M | +25.9% | +24.6% | +1.3% | +42.7% |
| YTD | +107.9% | -13.6% | +121.5% | +98.5% |
| 1Y | +115.0% | -13.1% | +128.2% | +105.6% |
| All | +115.0% | -14.2% | +129.3% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling