+145.3%
UMC vs BUD
+44.7%
+100.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.7% |
| 7D | +13.6% | -1.3% | +14.9% | +14.0% |
| 30D | +20.8% | -6.1% | +26.9% | +23.2% |
| 3M | +16.1% | -3.8% | +19.9% | +17.0% |
| 6M | +137.3% | +8.2% | +129.1% | +128.7% |
| YTD | +193.8% | +23.6% | +170.2% | +170.0% |
| 1Y | +236.1% | +33.4% | +202.7% | +199.4% |
| 3Y | +267.1% | +45.3% | +221.8% | +206.7% |
| 5Y | +145.3% | +44.3% | +101.0% | +105.9% |
| All | +145.3% | +44.7% | +100.5% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling