+262.2%
UMC vs RVMD
+537.4%
-275.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +9.0% | -3.0% | +12.0% | +9.4% |
| 30D | +17.2% | -0.7% | +18.0% | +17.2% |
| 3M | +11.4% | +36.5% | -25.1% | +7.7% |
| 6M | +137.5% | +104.6% | +32.9% | +119.7% |
| YTD | +193.1% | +155.8% | +37.3% | +160.5% |
| 1Y | +240.3% | +340.7% | -100.4% | +185.4% |
| 3Y | +262.2% | +519.9% | -257.7% | +200.6% |
| All | +262.2% | +537.4% | -275.2% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling