+240.3%
UMC vs RMD
-18.7%
+259.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.3% |
| 7D | +9.0% | -4.4% | +13.4% | +8.5% |
| 30D | +17.2% | -3.1% | +20.4% | +16.9% |
| 3M | +11.4% | +13.8% | -2.4% | +12.5% |
| 6M | +137.5% | -8.6% | +146.1% | +143.8% |
| YTD | +193.1% | -8.6% | +201.7% | +198.2% |
| 1Y | +240.3% | -19.7% | +260.0% | +268.6% |
| All | +240.3% | -18.7% | +259.0% | +268.6% |
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