+243.6%
UMC vs RMD
+3,071.7%
-2,828.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.7% |
| 7D | +5.0% | -5.0% | +9.9% | +7.0% |
| 30D | +7.7% | +2.2% | +5.5% | +6.5% |
| 3M | +1.7% | +17.8% | -16.2% | -5.9% |
| 6M | +113.9% | -11.3% | +125.3% | +120.7% |
| YTD | +168.9% | -4.4% | +173.3% | +168.0% |
| 1Y | +207.2% | -15.7% | +222.9% | +221.0% |
| 3Y | +227.7% | +47.7% | +179.9% | +158.6% |
| 5Y | +118.0% | -19.2% | +137.3% | +117.4% |
| 10Y | +1,682.1% | +280.4% | +1,401.7% | +705.9% |
| All | +243.6% | +3,071.7% | -2,828.2% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling