+232.5%
UMC vs EMR
+12.5%
+220.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | +11.4% | -1.2% | +12.6% | +11.9% |
| 30D | +16.8% | -9.4% | +26.2% | +21.3% |
| 3M | +19.1% | +8.6% | +10.5% | +14.9% |
| 6M | +137.4% | +6.7% | +130.7% | +128.0% |
| YTD | +186.4% | +13.1% | +173.3% | +168.6% |
| All | +232.5% | +12.5% | +220.0% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling