+141.8%
UMC vs P
+283.1%
-141.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.4% | +4.6% |
| 7D | +6.6% | +7.8% | -1.3% | +4.6% |
| 30D | +16.6% | +12.3% | +4.2% | +12.1% |
| 3M | +11.0% | +37.1% | -26.1% | +1.5% |
| 6M | +131.3% | +66.1% | +65.2% | +99.0% |
| YTD | +182.5% | +50.9% | +131.6% | +146.4% |
| 1Y | +222.3% | +27.2% | +195.0% | +186.6% |
| 3Y | +253.0% | +158.7% | +94.4% | +124.1% |
| 5Y | +141.8% | +291.1% | -149.3% | +24.2% |
| All | +141.8% | +283.1% | -141.3% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling