+207.2%
UMC vs RMD
-14.6%
+221.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.5% |
| 7D | +5.0% | -5.0% | +9.9% | +4.4% |
| 30D | +7.7% | +2.2% | +5.5% | +8.0% |
| 3M | +1.7% | +17.8% | -16.2% | +3.2% |
| 6M | +113.9% | -11.3% | +125.3% | +120.0% |
| YTD | +168.9% | -4.4% | +173.3% | +174.9% |
| 1Y | +207.2% | -15.7% | +222.9% | +227.4% |
| All | +207.2% | -14.6% | +221.8% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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