+135.0%
UMC vs COMP
-51.7%
+186.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.7% | +4.2% | +6.5% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | -28.7% | +16.3% | -45.0% | -30.2% |
| 3M | -15.1% | -19.1% | +4.0% | -13.0% |
| 6M | +5.0% | +17.1% | -12.2% | +1.9% |
| YTD | +108.2% | -2.9% | +111.1% | +104.6% |
| 1Y | +121.7% | +8.8% | +112.9% | +114.6% |
| 3Y | +139.8% | +423.5% | -283.7% | +75.7% |
| 5Y | +85.1% | -10.5% | +95.6% | +61.4% |
| All | +135.0% | -51.7% | +186.8% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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