+1,341.7%
UMC vs P
+504.9%
+836.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.3% | +1.2% | +6.0% |
| 7D | -9.2% | -9.6% | +0.5% | -6.7% |
| 30D | -35.1% | -33.4% | -1.7% | -28.7% |
| 3M | -20.5% | +14.2% | -34.7% | -23.5% |
| 6M | -1.7% | +31.6% | -33.3% | -9.2% |
| YTD | +92.8% | +53.5% | +39.3% | +70.5% |
| 1Y | +104.5% | +14.2% | +90.3% | +89.9% |
| 3Y | +129.8% | +190.5% | -60.7% | +59.9% |
| 5Y | +74.0% | +256.3% | -182.3% | +13.2% |
| 10Y | +1,198.4% | +707.9% | +490.6% | +610.4% |
| All | +1,341.7% | +504.9% | +836.8% | +679.2% |
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