+144.1%
UMC vs RMBS
+265.4%
-121.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.7% |
| 7D | +9.0% | +1.8% | +7.2% | +8.4% |
| 30D | +17.2% | -13.9% | +31.1% | +22.8% |
| 3M | +11.4% | -39.8% | +51.2% | +30.3% |
| 6M | +137.5% | -6.0% | +143.5% | +136.1% |
| YTD | +193.1% | -5.4% | +198.5% | +184.3% |
| 1Y | +240.3% | -1.8% | +242.1% | +218.0% |
| 3Y | +262.2% | +53.7% | +208.5% | +151.8% |
| All | +144.1% | +265.4% | -121.3% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling