+1,020.1%
UMC vs RVMD
+620.8%
+399.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | +11.4% | -3.6% | +14.9% | +12.0% |
| 30D | +16.8% | -1.1% | +17.9% | +16.8% |
| 3M | +19.1% | +41.0% | -21.9% | +13.5% |
| 6M | +137.4% | +105.7% | +31.7% | +112.2% |
| YTD | +186.4% | +155.3% | +31.1% | +145.4% |
| 1Y | +229.1% | +402.7% | -173.6% | +154.3% |
| 3Y | +257.9% | +533.1% | -275.2% | +156.1% |
| 5Y | +137.5% | +583.5% | -446.0% | +56.4% |
| All | +1,020.1% | +620.8% | +399.2% | +596.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling