+260.9%
UMC vs OMC
+291.7%
-30.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +6.0% |
| 7D | +6.6% | -5.8% | +12.4% | +9.8% |
| 30D | +16.6% | -4.8% | +21.4% | +19.2% |
| 3M | +11.0% | +9.2% | +1.8% | +2.9% |
| 6M | +131.3% | -2.5% | +133.8% | +127.5% |
| YTD | +182.5% | +2.6% | +179.9% | +163.5% |
| 1Y | +222.3% | +5.9% | +216.3% | +191.7% |
| 3Y | +253.0% | +14.2% | +238.8% | +194.8% |
| 5Y | +141.8% | +33.2% | +108.6% | +79.1% |
| 10Y | +1,772.2% | +33.4% | +1,738.8% | +1,107.7% |
| All | +260.9% | +291.7% | -30.8% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling