+1,911.0%
UMC vs P
+485.4%
+1,425.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.3% |
| 7D | +5.0% | +6.5% | -1.6% | +3.4% |
| 30D | +7.7% | +18.8% | -11.2% | +2.6% |
| 3M | +1.7% | +26.7% | -25.1% | -4.4% |
| 6M | +113.9% | +62.2% | +51.7% | +88.5% |
| YTD | +168.9% | +48.5% | +120.4% | +139.6% |
| 1Y | +207.2% | +26.4% | +180.8% | +178.4% |
| 3Y | +227.7% | +159.4% | +68.3% | +134.1% |
| 5Y | +118.0% | +275.8% | -157.7% | +40.5% |
| 10Y | +1,682.1% | +732.0% | +950.1% | +875.2% |
| All | +1,911.0% | +485.4% | +1,425.7% | +995.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling