+122.5%
UMC vs COMP
-31.2%
+153.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.0% | +4.5% |
| 7D | +5.0% | +1.4% | +3.6% | +4.7% |
| 30D | +7.7% | -13.3% | +21.0% | +9.6% |
| 3M | +1.7% | +41.1% | -39.5% | -3.2% |
| 6M | +113.9% | +17.2% | +96.7% | +106.7% |
| YTD | +168.9% | +5.2% | +163.7% | +162.1% |
| 1Y | +207.2% | +18.9% | +188.3% | +193.3% |
| 3Y | +227.7% | +215.9% | +11.8% | +158.6% |
| All | +122.5% | -31.2% | +153.7% | +110.7% |
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 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