+163.9%
UMC vs PL
+81.7%
+82.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.3% |
| 7D | +6.6% | -7.5% | +14.1% | +7.5% |
| 30D | +16.6% | -25.6% | +42.1% | +20.6% |
| 3M | +11.0% | -45.6% | +56.6% | +18.7% |
| 6M | +131.3% | -29.5% | +160.8% | +137.8% |
| YTD | +182.5% | -9.7% | +192.2% | +181.5% |
| 1Y | +222.3% | +84.4% | +137.9% | +193.7% |
| 3Y | +253.0% | +550.0% | -297.0% | +149.8% |
| 5Y | +141.8% | +79.0% | +62.8% | +96.0% |
| All | +163.9% | +81.7% | +82.2% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling