+130.4%
UMC vs COMP
-52.8%
+183.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.7% |
| 7D | +17.8% | +8.9% | +8.9% | +16.4% |
| 30D | -29.6% | +14.0% | -43.6% | -30.9% |
| 3M | -18.4% | -21.1% | +2.7% | -16.0% |
| 6M | -0.1% | +20.1% | -20.2% | -3.3% |
| YTD | +104.0% | -5.0% | +109.1% | +101.2% |
| 1Y | +121.5% | +5.7% | +115.8% | +115.3% |
| 3Y | +135.0% | +412.2% | -277.2% | +72.7% |
| 5Y | +83.0% | -12.1% | +95.1% | +60.0% |
| All | +130.4% | -52.8% | +183.1% | +113.7% |
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