+129.8%
UMC vs P
+190.3%
-60.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.3% | +1.2% | +6.1% |
| 7D | -9.2% | -9.6% | +0.5% | -6.9% |
| 30D | -35.1% | -33.4% | -1.7% | -29.7% |
| 3M | -20.5% | +14.2% | -34.7% | -22.6% |
| 6M | -1.7% | +31.6% | -33.3% | -7.8% |
| YTD | +92.8% | +53.5% | +39.3% | +75.4% |
| 1Y | +104.5% | +14.2% | +90.3% | +92.5% |
| 3Y | +129.8% | +190.5% | -60.7% | +74.6% |
| All | +129.8% | +190.3% | -60.5% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling