+243.6%
UMC vs M
+231.8%
+11.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.8% |
| 7D | +5.0% | +4.7% | +0.2% | +3.5% |
| 30D | +7.7% | -9.6% | +17.3% | +10.8% |
| 3M | +1.7% | +0.9% | +0.8% | +1.0% |
| 6M | +113.9% | +22.3% | +91.6% | +100.4% |
| YTD | +168.9% | +6.5% | +162.4% | +160.2% |
| 1Y | +207.2% | +38.8% | +168.4% | +172.9% |
| 3Y | +227.7% | +115.9% | +111.8% | +134.4% |
| 5Y | +118.0% | +28.6% | +89.4% | +68.2% |
| 10Y | +1,682.1% | -2.5% | +1,684.7% | +1,020.4% |
| All | +243.6% | +231.8% | +11.8% | -37.2% |
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