+1,842.6%
UMC vs BUD
-22.3%
+1,864.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | +9.0% | -2.6% | +11.6% | +9.8% |
| 30D | +17.2% | -1.2% | +18.5% | +17.5% |
| 3M | +11.4% | -4.9% | +16.3% | +12.5% |
| 6M | +137.5% | +9.3% | +128.2% | +130.4% |
| YTD | +193.1% | +24.0% | +169.1% | +174.4% |
| 1Y | +240.3% | +34.5% | +205.8% | +210.7% |
| 3Y | +262.2% | +43.7% | +218.5% | +220.0% |
| 5Y | +143.1% | +46.0% | +97.1% | +111.9% |
| All | +1,842.6% | -22.3% | +1,864.8% | +1,738.1% |
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