+1,225.9%
UMC vs P
+691.2%
+534.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -8.3% | -13.3% | +5.0% | -4.6% |
| 30D | -34.5% | -34.0% | -0.5% | -27.3% |
| 3M | -20.0% | +4.1% | -24.0% | -21.4% |
| 6M | -0.7% | +30.5% | -31.2% | -8.7% |
| YTD | +94.7% | +52.2% | +42.5% | +70.7% |
| 1Y | +106.0% | +10.3% | +95.7% | +91.7% |
| 3Y | +124.3% | +180.9% | -56.6% | +51.3% |
| 5Y | +78.0% | +259.7% | -181.7% | +9.9% |
| 10Y | +1,225.9% | +652.6% | +573.3% | +571.2% |
| All | +1,225.9% | +691.2% | +534.8% | +571.2% |
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