+253.0%
UMC vs M
+120.4%
+132.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.5% |
| 7D | +6.6% | +2.4% | +4.2% | +6.2% |
| 30D | +16.6% | -11.6% | +28.2% | +18.8% |
| 3M | +11.0% | +1.6% | +9.4% | +10.6% |
| 6M | +131.3% | +25.2% | +106.1% | +123.6% |
| YTD | +182.5% | +3.8% | +178.7% | +178.7% |
| 1Y | +222.3% | +36.3% | +185.9% | +204.3% |
| 3Y | +253.0% | +116.3% | +136.7% | +187.4% |
| All | +253.0% | +120.4% | +132.6% | +187.4% |
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