+154.7%
UMC vs M
+258.6%
-103.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | +11.2% | +7.0% | +4.2% | +9.0% |
| 30D | -28.0% | +8.9% | -36.9% | -30.0% |
| 3M | -20.5% | +4.5% | -25.0% | -22.0% |
| 6M | -1.6% | +36.2% | -37.8% | -11.0% |
| YTD | +99.4% | +15.1% | +84.2% | +87.7% |
| 1Y | +120.4% | +27.4% | +93.0% | +100.4% |
| 3Y | +134.2% | +160.1% | -25.9% | +58.0% |
| 5Y | +78.8% | -1.6% | +80.4% | +52.1% |
| 10Y | +1,280.4% | -7.7% | +1,288.1% | +801.4% |
| All | +154.7% | +258.6% | -103.8% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling