+1,225.9%
UMC vs D
+44.7%
+1,181.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -8.3% | +2.4% | -10.7% | -8.4% |
| 30D | -34.5% | +10.9% | -45.4% | -34.9% |
| 3M | -20.0% | +2.8% | -22.8% | -20.1% |
| 6M | -0.7% | +12.7% | -13.5% | -1.7% |
| YTD | +94.7% | +20.3% | +74.4% | +91.9% |
| 1Y | +106.0% | +17.1% | +88.9% | +103.3% |
| 3Y | +124.3% | +75.1% | +49.1% | +113.1% |
| 5Y | +78.0% | +13.1% | +64.8% | +75.3% |
| 10Y | +1,225.9% | +48.3% | +1,177.7% | +1,215.0% |
| All | +1,225.9% | +44.7% | +1,181.2% | +1,215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling