+260.9%
UMC vs UL
+920.0%
-659.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | +6.6% | -1.3% | +7.9% | +7.2% |
| 30D | +16.6% | +0.9% | +15.6% | +15.9% |
| 3M | +11.0% | +14.2% | -3.2% | +2.5% |
| 6M | +131.3% | -3.2% | +134.5% | +130.3% |
| YTD | +182.5% | -0.3% | +182.8% | +177.0% |
| 1Y | +222.3% | -8.8% | +231.0% | +228.1% |
| 3Y | +253.0% | +23.9% | +229.2% | +203.3% |
| 5Y | +141.8% | +21.4% | +120.5% | +105.7% |
| 10Y | +1,772.2% | +66.7% | +1,705.6% | +1,158.6% |
| All | +260.9% | +920.0% | -659.1% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling