+1,272.7%
UMC vs BUD
-2.1%
+1,274.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +11.2% | +1.0% | +10.2% | +10.9% |
| 30D | -28.0% | +6.7% | -34.7% | -29.5% |
| 3M | -20.5% | +5.7% | -26.2% | -22.2% |
| 6M | -1.6% | +5.8% | -7.4% | -4.1% |
| YTD | +99.4% | +34.4% | +65.0% | +81.5% |
| 1Y | +120.4% | +33.3% | +87.1% | +100.9% |
| 3Y | +134.2% | +48.8% | +85.4% | +104.1% |
| 5Y | +78.8% | +52.5% | +26.3% | +53.1% |
| All | +1,272.7% | -2.1% | +1,274.8% | +1,166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling