+243.6%
UMC vs D
+541.0%
-297.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +5.0% | +1.5% | +3.5% | +4.4% |
| 30D | +7.7% | -2.6% | +10.3% | +8.7% |
| 3M | +1.7% | 0.0% | +1.7% | +1.4% |
| 6M | +113.9% | +7.4% | +106.6% | +106.2% |
| YTD | +168.9% | +15.9% | +153.0% | +151.3% |
| 1Y | +207.2% | +18.1% | +189.1% | +183.9% |
| 3Y | +227.7% | +58.4% | +169.3% | +160.3% |
| 5Y | +118.0% | +5.2% | +112.8% | +101.4% |
| 10Y | +1,682.1% | +35.9% | +1,646.3% | +1,187.7% |
| All | +243.6% | +541.0% | -297.4% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling