+139.7%
UMC vs COMP
+414.9%
-275.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.7% |
| 7D | +17.8% | +8.9% | +8.9% | +16.5% |
| 30D | -29.6% | +14.0% | -43.6% | -30.7% |
| 3M | -18.4% | -21.1% | +2.7% | -16.4% |
| 6M | -0.1% | +20.1% | -20.2% | -2.6% |
| YTD | +104.0% | -5.0% | +109.1% | +100.3% |
| 1Y | +121.5% | +5.7% | +115.8% | +115.6% |
| All | +139.7% | +414.9% | -275.2% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling