+1,272.7%
UMC vs CAPR
-65.7%
+1,338.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.9% | +4.6% | -2.2% |
| 7D | +11.2% | +5.9% | +5.3% | +11.1% |
| 30D | -28.0% | +44.6% | -72.7% | -28.4% |
| 3M | -20.5% | +126.4% | -146.9% | -21.6% |
| 6M | -1.6% | -68.6% | +67.0% | -1.0% |
| YTD | +99.4% | -67.0% | +166.4% | +100.1% |
| 1Y | +120.4% | +65.2% | +55.2% | +110.5% |
| 3Y | +134.2% | +235.6% | -101.3% | +114.2% |
| 5Y | +78.8% | +175.4% | -96.6% | +62.3% |
| All | +1,272.7% | -65.7% | +1,338.5% | +1,140.1% |
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