+243.6%
UMC vs VMC
+856.2%
-612.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.2% |
| 7D | +5.0% | -4.3% | +9.3% | +6.9% |
| 30D | +7.7% | -8.2% | +15.9% | +11.6% |
| 3M | +1.7% | -7.0% | +8.7% | +3.9% |
| 6M | +113.9% | -10.8% | +124.7% | +122.4% |
| YTD | +168.9% | -7.4% | +176.3% | +172.6% |
| 1Y | +207.2% | -9.5% | +216.7% | +213.3% |
| 3Y | +227.7% | +20.5% | +207.2% | +187.2% |
| 5Y | +118.0% | +51.6% | +66.5% | +70.1% |
| 10Y | +1,682.1% | +150.0% | +1,532.1% | +861.1% |
| All | +243.6% | +856.2% | -612.7% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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