+1,842.6%
UMC vs UL
+66.7%
+1,775.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | +9.0% | -3.4% | +12.4% | +9.9% |
| 30D | +17.2% | +0.5% | +16.8% | +17.0% |
| 3M | +11.4% | +7.2% | +4.2% | +8.4% |
| 6M | +137.5% | -3.1% | +140.6% | +137.5% |
| YTD | +193.1% | -2.7% | +195.8% | +192.8% |
| 1Y | +240.3% | -10.2% | +250.5% | +247.4% |
| 3Y | +262.2% | +20.3% | +241.9% | +233.7% |
| 5Y | +143.1% | +19.9% | +123.2% | +120.8% |
| All | +1,842.6% | +66.7% | +1,775.9% | +1,612.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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