+204.3%
UMC vs Q
+79.8%
+124.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.0% |
| 7D | +9.0% | +4.9% | +4.1% | +6.4% |
| 30D | +17.2% | -11.0% | +28.2% | +24.3% |
| 3M | +11.4% | -15.2% | +26.6% | +22.5% |
| 6M | +137.5% | +8.8% | +128.7% | +143.0% |
| YTD | +193.1% | +55.1% | +138.0% | +180.7% |
| All | +204.3% | +79.8% | +124.6% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling