+108.2%
UMC vs COMP
+353.8%
-245.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.2% | +2.2% |
| 7D | -17.0% | +13.4% | -30.4% | -18.1% |
| 30D | -40.6% | +11.1% | -51.7% | -41.4% |
| 3M | -27.9% | -18.8% | -9.0% | -26.3% |
| 6M | -7.5% | +10.5% | -18.0% | -9.1% |
| YTD | +79.3% | -3.4% | +82.7% | +75.7% |
| 1Y | +92.8% | +19.7% | +73.1% | +85.7% |
| 3Y | +108.2% | +381.6% | -273.4% | +68.1% |
| All | +108.2% | +353.8% | -245.6% | +68.1% |
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