+262.2%
UMC vs BR
-5.3%
+267.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +9.0% | -3.0% | +12.0% | +9.1% |
| 30D | +17.2% | -0.3% | +17.5% | +17.2% |
| 3M | +11.4% | +17.3% | -5.9% | +10.6% |
| 6M | +137.5% | -6.7% | +144.2% | +146.5% |
| YTD | +193.1% | -23.4% | +216.6% | +217.9% |
| 1Y | +240.3% | -32.7% | +273.0% | +285.6% |
| 3Y | +262.2% | -5.9% | +268.1% | +245.4% |
| All | +262.2% | -5.3% | +267.5% | +245.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling