+144.1%
UMC vs OMC
+30.5%
+113.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +9.0% | -4.4% | +13.4% | +10.3% |
| 30D | +17.2% | -7.6% | +24.8% | +19.6% |
| 3M | +11.4% | +4.5% | +6.9% | +7.8% |
| 6M | +137.5% | -0.3% | +137.8% | +133.5% |
| YTD | +193.1% | -0.1% | +193.2% | +185.2% |
| 1Y | +240.3% | +4.6% | +235.7% | +222.1% |
| 3Y | +262.2% | +10.5% | +251.7% | +219.1% |
| All | +144.1% | +30.5% | +113.6% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 5y: compounded portfolio wealth divided by compounded OMC 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…
5y analysis · Full analysis span regression · 6 months rolling