+506.2%
UMC vs NDAQ
+2,327.9%
-1,821.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.4% | +5.2% |
| 7D | +5.0% | -2.4% | +7.4% | +5.7% |
| 30D | +7.7% | +2.5% | +5.2% | +6.7% |
| 3M | +1.7% | +9.9% | -8.3% | -2.4% |
| 6M | +113.9% | +9.4% | +104.5% | +104.8% |
| YTD | +168.9% | +0.4% | +168.5% | +163.4% |
| 1Y | +207.2% | +4.0% | +203.2% | +196.8% |
| 3Y | +227.7% | +94.4% | +133.3% | +152.6% |
| 5Y | +118.0% | +56.7% | +61.3% | +79.9% |
| 10Y | +1,682.1% | +375.3% | +1,306.8% | +882.0% |
| All | +506.2% | +2,327.9% | -1,821.7% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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