+253.9%
UMC vs RMD
+50.8%
+203.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +11.4% | -4.2% | +15.6% | +11.8% |
| 30D | +16.8% | -2.1% | +18.8% | +16.9% |
| 3M | +19.1% | +13.8% | +5.3% | +17.0% |
| 6M | +137.4% | -10.6% | +148.1% | +141.5% |
| YTD | +186.4% | -8.1% | +194.5% | +189.3% |
| 1Y | +229.1% | -18.0% | +247.0% | +238.7% |
| All | +253.9% | +50.8% | +203.1% | +226.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling