+124.3%
UMC vs CAPR
+222.5%
-98.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.9% | +11.0% | +1.1% |
| 7D | -8.3% | +7.6% | -15.9% | -8.3% |
| 30D | -34.5% | +13.3% | -47.8% | -34.5% |
| 3M | -20.0% | +130.4% | -150.3% | -20.3% |
| 6M | -0.7% | -70.8% | +70.1% | -0.4% |
| YTD | +94.7% | -69.3% | +164.0% | +95.3% |
| 1Y | +106.0% | +59.5% | +46.5% | +103.6% |
| 3Y | +124.3% | +216.8% | -92.5% | +111.3% |
| All | +124.3% | +222.5% | -98.3% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling