+137.3%
UMC vs EME
+8.6%
+128.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +5.7% |
| 7D | +13.6% | +2.7% | +10.9% | +11.4% |
| 30D | +20.8% | -6.8% | +27.6% | +26.7% |
| 3M | +16.1% | -8.8% | +25.0% | +27.6% |
| 6M | +137.3% | +5.0% | +132.3% | +142.7% |
| All | +137.3% | +8.6% | +128.7% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 6mo: compounded portfolio wealth divided by compounded EME 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…
6mo analysis · Full analysis span regression · 6 months rolling