+1,842.6%
UMC vs RMD
+274.3%
+1,568.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +9.0% | -4.4% | +13.4% | +10.1% |
| 30D | +17.2% | -3.1% | +20.4% | +18.0% |
| 3M | +11.4% | +13.8% | -2.4% | +7.0% |
| 6M | +137.5% | -8.6% | +146.1% | +140.9% |
| YTD | +193.1% | -8.6% | +201.7% | +196.3% |
| 1Y | +240.3% | -19.7% | +260.0% | +255.6% |
| 3Y | +262.2% | +48.4% | +213.8% | +209.1% |
| 5Y | +143.1% | -22.7% | +165.9% | +145.2% |
| All | +1,842.6% | +274.3% | +1,568.3% | +1,370.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling