+274.5%
UMC vs NYT
+140.1%
+134.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +9.0% | -0.6% | +9.6% | +9.2% |
| 30D | +17.2% | +4.6% | +12.7% | +15.5% |
| 3M | +11.4% | -9.6% | +21.0% | +14.0% |
| 6M | +137.5% | -14.0% | +151.5% | +146.4% |
| YTD | +193.1% | -2.8% | +196.0% | +190.2% |
| 1Y | +240.3% | +15.6% | +224.7% | +216.1% |
| 3Y | +262.2% | +56.3% | +205.9% | +195.4% |
| 5Y | +143.1% | +39.5% | +103.6% | +101.3% |
| 10Y | +1,853.0% | +488.0% | +1,365.0% | +778.1% |
| All | +274.5% | +140.1% | +134.4% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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