+260.9%
UMC vs RMBS
+12.1%
+248.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.7% |
| 7D | +6.6% | +3.0% | +3.6% | +5.9% |
| 30D | +16.6% | -14.4% | +31.0% | +20.6% |
| 3M | +11.0% | -42.8% | +53.9% | +26.5% |
| 6M | +131.3% | -1.4% | +132.7% | +128.0% |
| YTD | +182.5% | -5.4% | +187.9% | +177.4% |
| 1Y | +222.3% | +18.6% | +203.7% | +195.2% |
| 3Y | +253.0% | +57.3% | +195.8% | +186.4% |
| 5Y | +141.8% | +265.7% | -123.9% | +61.1% |
| 10Y | +1,772.2% | +546.0% | +1,226.2% | +972.3% |
| All | +260.9% | +12.1% | +248.8% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling