+1,046.4%
UMC vs RVMD
+622.3%
+424.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +9.0% | -3.0% | +12.0% | +9.5% |
| 30D | +17.2% | -0.7% | +18.0% | +17.2% |
| 3M | +11.4% | +36.5% | -25.1% | +6.6% |
| 6M | +137.5% | +104.6% | +32.9% | +112.4% |
| YTD | +193.1% | +155.8% | +37.3% | +151.1% |
| 1Y | +240.3% | +340.7% | -100.4% | +168.5% |
| 3Y | +262.2% | +519.9% | -257.7% | +160.1% |
| 5Y | +143.1% | +584.9% | -441.8% | +60.1% |
| All | +1,046.4% | +622.3% | +424.1% | +612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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