+240.3%
UMC vs BUD
+34.7%
+205.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.3% |
| 7D | +9.0% | -2.6% | +11.6% | +9.2% |
| 30D | +17.2% | -1.2% | +18.5% | +17.3% |
| 3M | +11.4% | -4.9% | +16.3% | +12.3% |
| 6M | +137.5% | +9.3% | +128.2% | +130.8% |
| YTD | +193.1% | +24.0% | +169.1% | +203.5% |
| 1Y | +240.3% | +34.5% | +205.8% | +262.7% |
| All | +240.3% | +34.7% | +205.6% | +262.7% |
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