+134.2%
UMC vs M
+158.0%
-23.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | +11.2% | +7.0% | +4.2% | +10.0% |
| 30D | -28.0% | +8.9% | -36.9% | -29.0% |
| 3M | -20.5% | +4.5% | -25.0% | -21.2% |
| 6M | -1.6% | +36.2% | -37.8% | -6.1% |
| YTD | +99.4% | +15.1% | +84.2% | +93.5% |
| 1Y | +120.4% | +27.4% | +93.0% | +110.4% |
| 3Y | +134.2% | +160.1% | -25.9% | +96.7% |
| All | +134.2% | +158.0% | -23.8% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling