+1,857.3%
UMC vs M
-7.1%
+1,864.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.2% | +8.2% | +4.6% |
| 7D | +13.6% | -4.1% | +17.7% | +14.3% |
| 30D | +20.8% | -13.6% | +34.4% | +23.3% |
| 3M | +16.1% | -2.3% | +18.4% | +16.3% |
| 6M | +137.3% | +21.9% | +115.4% | +129.9% |
| YTD | +193.8% | -0.6% | +194.3% | +192.0% |
| 1Y | +236.1% | +29.7% | +206.4% | +220.3% |
| 3Y | +267.1% | +107.3% | +159.8% | +215.2% |
| 5Y | +145.3% | +20.5% | +124.8% | +122.9% |
| 10Y | +1,857.3% | -6.1% | +1,863.4% | +1,450.8% |
| All | +1,857.3% | -7.1% | +1,864.4% | +1,450.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling