+115.0%
UMC vs BUD
+38.4%
+76.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -1.8% |
| 7D | -14.7% | +3.3% | -18.0% | -14.4% |
| 30D | -32.9% | +11.8% | -44.7% | -32.7% |
| 3M | -22.2% | -1.1% | -21.1% | -20.9% |
| 6M | +25.9% | +14.9% | +11.0% | +23.0% |
| YTD | +107.9% | +32.6% | +75.3% | +115.8% |
| 1Y | +115.0% | +37.2% | +77.9% | +124.2% |
| All | +115.0% | +38.4% | +76.7% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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