+120.4%
UMC vs Q
+29.7%
+90.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -0.2% |
| 7D | +11.2% | +1.2% | +10.0% | +10.6% |
| 30D | -28.0% | -2.7% | -25.4% | -26.5% |
| 3M | -20.5% | -16.9% | -3.6% | -12.0% |
| 6M | -1.6% | -26.9% | +25.3% | +15.8% |
| YTD | +99.4% | +45.2% | +54.2% | +105.0% |
| 1Y | +120.4% | +38.1% | +82.3% | +127.0% |
| All | +120.4% | +29.7% | +90.7% | +127.0% |
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