+1,857.3%
UMC vs P
+694.3%
+1,163.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +4.9% |
| 7D | +13.6% | +5.0% | +8.6% | +12.2% |
| 30D | +20.8% | -0.9% | +21.7% | +20.0% |
| 3M | +16.1% | +38.7% | -22.5% | +6.6% |
| 6M | +137.3% | +54.4% | +82.9% | +109.7% |
| YTD | +193.8% | +44.8% | +148.9% | +161.1% |
| 1Y | +236.1% | +22.5% | +213.6% | +204.5% |
| 3Y | +267.1% | +148.2% | +118.9% | +157.2% |
| 5Y | +145.3% | +268.9% | -123.6% | +52.0% |
| 10Y | +1,857.3% | +696.9% | +1,160.4% | +917.7% |
| All | +1,857.3% | +694.3% | +1,163.1% | +917.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling