+1,595.9%
UMC vs BUD
+201.1%
+1,394.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +5.0% | +0.3% | +4.7% | +4.8% |
| 30D | +7.7% | -5.7% | +13.3% | +9.8% |
| 3M | +1.7% | +3.1% | -1.5% | 0.0% |
| 6M | +113.9% | +7.9% | +106.0% | +106.8% |
| YTD | +168.9% | +27.3% | +141.6% | +145.0% |
| 1Y | +207.2% | +37.8% | +169.4% | +171.3% |
| 3Y | +227.7% | +49.8% | +177.8% | +175.5% |
| 5Y | +118.0% | +43.8% | +74.2% | +83.6% |
| 10Y | +1,682.1% | -22.6% | +1,704.8% | +1,716.9% |
| All | +1,595.9% | +201.1% | +1,394.8% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling