+115.0%
UMC vs RMBS
-18.2%
+133.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | 0.0% |
| 7D | -14.7% | -8.9% | -5.7% | -11.9% |
| 30D | -32.9% | -24.8% | -8.0% | -26.4% |
| 3M | -22.2% | -17.6% | -4.6% | -17.6% |
| 6M | +25.9% | -25.7% | +51.6% | +38.9% |
| YTD | +107.9% | -9.8% | +117.7% | +118.5% |
| 1Y | +115.0% | -17.4% | +132.4% | +128.3% |
| All | +115.0% | -18.2% | +133.2% | +128.3% |
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