+77.6%
UMC vs COMP
-10.9%
+88.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | +11.2% | 0.0% | +11.2% | +11.2% |
| 30D | -28.0% | +16.6% | -44.6% | -29.6% |
| 3M | -20.5% | -23.5% | +3.0% | -17.9% |
| 6M | -1.6% | +25.7% | -27.3% | -5.3% |
| YTD | +99.4% | -3.4% | +102.8% | +96.1% |
| 1Y | +120.4% | +7.6% | +112.8% | +113.7% |
| 3Y | +134.2% | +423.6% | -289.4% | +72.1% |
| All | +77.6% | -10.9% | +88.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling