+1,333.4%
UMC vs CAPR
-59.6%
+1,393.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +26.5% | -19.6% | +6.6% |
| 7D | +0.1% | +25.8% | -25.7% | -0.2% |
| 30D | -28.7% | +50.2% | -78.9% | -29.1% |
| 3M | -15.1% | +185.5% | -200.6% | -16.5% |
| 6M | +5.0% | -64.8% | +69.8% | +5.4% |
| YTD | +108.2% | -61.1% | +169.3% | +108.5% |
| 1Y | +121.7% | +81.0% | +40.8% | +111.6% |
| 3Y | +139.8% | +300.7% | -160.9% | +118.7% |
| 5Y | +85.1% | +223.3% | -138.2% | +67.7% |
| All | +1,333.4% | -59.6% | +1,393.0% | +1,192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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