+205.0%
UMC vs Q
+78.4%
+126.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.1% |
| 7D | +13.6% | +6.6% | +7.0% | +10.0% |
| 30D | +20.8% | -6.6% | +27.3% | +24.6% |
| 3M | +16.1% | -13.2% | +29.4% | +26.9% |
| 6M | +137.3% | +9.9% | +127.4% | +142.7% |
| YTD | +193.8% | +53.9% | +139.8% | +182.3% |
| All | +205.0% | +78.4% | +126.6% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling