+222.3%
UMC vs PL
+454.1%
-231.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.8% | +4.7% |
| 7D | +5.0% | -9.3% | +14.3% | +5.9% |
| 30D | +7.7% | -18.9% | +26.6% | +9.7% |
| 3M | +1.7% | -58.4% | +60.0% | +9.1% |
| 6M | +113.9% | -30.3% | +144.2% | +120.3% |
| YTD | +168.9% | -8.1% | +177.0% | +171.0% |
| 1Y | +207.2% | +180.5% | +26.7% | +182.9% |
| All | +222.3% | +454.1% | -231.8% | +160.0% |
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