+62.6%
UMC vs COMP
-17.6%
+80.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.2% | +2.0% |
| 7D | -17.0% | +13.4% | -30.4% | -18.3% |
| 30D | -40.6% | +11.1% | -51.7% | -41.5% |
| 3M | -27.9% | -18.8% | -9.0% | -26.1% |
| 6M | -7.5% | +10.5% | -18.0% | -9.5% |
| YTD | +79.3% | -3.4% | +82.7% | +76.4% |
| 1Y | +92.8% | +19.7% | +73.1% | +84.5% |
| 3Y | +108.2% | +381.6% | -273.4% | +55.0% |
| All | +62.6% | -17.6% | +80.2% | +34.3% |
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