+86.3%
UMC vs PL
+40.9%
+45.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.2% |
| 7D | +11.2% | +10.0% | +1.2% | +9.8% |
| 30D | -28.0% | -2.3% | -25.8% | -27.8% |
| 3M | -20.5% | -44.2% | +23.7% | -15.0% |
| 6M | -1.6% | -66.1% | +64.5% | +10.7% |
| YTD | +99.4% | -30.0% | +129.3% | +104.7% |
| 1Y | +120.4% | +21.0% | +99.4% | +111.6% |
| 3Y | +134.2% | +516.5% | -382.3% | +65.7% |
| 5Y | +78.8% | +32.0% | +46.8% | +44.9% |
| All | +86.3% | +40.9% | +45.4% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling