+207.2%
UMC vs RMBS
+16.3%
+190.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.2% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | +7.7% | -12.2% | +19.8% | +11.3% |
| 3M | +1.7% | -49.5% | +51.2% | +18.0% |
| 6M | +113.9% | -7.1% | +121.1% | +122.9% |
| YTD | +168.9% | -7.0% | +175.9% | +179.6% |
| 1Y | +207.2% | +13.3% | +193.9% | +219.1% |
| All | +207.2% | +16.3% | +190.9% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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