+137.3%
UMC vs FRMI
-29.8%
+167.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.1% | +4.4% |
| 7D | +13.6% | +15.9% | -2.3% | +11.6% |
| 30D | +20.8% | -6.0% | +26.7% | +20.8% |
| 3M | +16.1% | -1.6% | +17.7% | +14.8% |
| 6M | +137.3% | -30.7% | +168.0% | +138.0% |
| All | +137.3% | -29.8% | +167.1% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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