+1,040.7%
UMC vs BR
+1,281.7%
-241.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +13.6% | -5.0% | +18.6% | +16.4% |
| 30D | +20.8% | -2.5% | +23.2% | +21.8% |
| 3M | +16.1% | +13.5% | +2.7% | +6.4% |
| 6M | +137.3% | -9.4% | +146.7% | +143.8% |
| YTD | +193.8% | -23.3% | +217.0% | +227.1% |
| 1Y | +236.1% | -31.6% | +267.7% | +298.3% |
| 3Y | +267.1% | -5.1% | +272.2% | +252.4% |
| 5Y | +145.3% | +8.2% | +137.1% | +114.6% |
| 10Y | +1,857.3% | +189.8% | +1,667.5% | +777.2% |
| All | +1,040.7% | +1,281.7% | -241.0% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling