+108.2%
UMC vs PL
+455.3%
-347.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.9% | +2.4% |
| 7D | -17.0% | -6.8% | -10.1% | -16.3% |
| 30D | -40.6% | -29.3% | -11.3% | -38.4% |
| 3M | -27.9% | -44.8% | +16.9% | -23.7% |
| 6M | -7.5% | -68.4% | +60.9% | +2.1% |
| YTD | +79.3% | -36.4% | +115.7% | +87.5% |
| 1Y | +92.8% | +0.7% | +92.1% | +94.6% |
| 3Y | +108.2% | +455.3% | -347.1% | +68.9% |
| All | +108.2% | +455.3% | -347.1% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling