+154.7%
UMC vs EMR
+962.0%
-807.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +11.2% | +2.8% | +8.3% | +9.2% |
| 30D | -28.0% | +3.7% | -31.7% | -29.4% |
| 3M | -20.5% | +2.0% | -22.6% | -21.4% |
| 6M | -1.6% | +22.1% | -23.7% | -13.8% |
| YTD | +99.4% | +27.2% | +72.1% | +66.6% |
| 1Y | +120.4% | +32.0% | +88.4% | +79.1% |
| 3Y | +134.2% | +103.3% | +31.0% | +34.6% |
| 5Y | +78.8% | +88.2% | -9.4% | +6.7% |
| 10Y | +1,280.4% | +280.4% | +1,000.0% | +311.4% |
| All | +154.7% | +962.0% | -807.3% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling