+203.8%
UMC vs FRMI
-78.6%
+282.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.4% |
| 7D | +11.4% | +10.9% | +0.5% | +10.7% |
| 30D | +16.8% | -24.3% | +41.1% | +18.6% |
| 3M | +19.1% | -21.8% | +40.9% | +20.1% |
| 6M | +137.4% | -33.0% | +170.5% | +137.0% |
| YTD | +186.4% | -32.6% | +219.0% | +184.5% |
| All | +203.8% | -78.6% | +282.3% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling