+262.2%
UMC vs GRAB
-18.7%
+280.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.1% |
| 7D | +9.0% | -10.8% | +19.8% | +11.2% |
| 30D | +17.2% | -15.5% | +32.8% | +20.9% |
| 3M | +11.4% | -9.0% | +20.4% | +12.5% |
| 6M | +137.5% | -21.6% | +159.1% | +147.6% |
| YTD | +193.1% | -38.9% | +232.0% | +217.7% |
| 1Y | +240.3% | -44.8% | +285.1% | +273.8% |
| 3Y | +262.2% | -18.4% | +280.6% | +251.0% |
| All | +262.2% | -18.7% | +280.9% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 3y: compounded portfolio wealth divided by compounded GRAB 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…
3y analysis · Full analysis span regression · 6 months rolling