+115.0%
UMC vs XME
+5.2%
+109.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | -14.7% | -5.5% | -9.2% | -11.9% |
| 30D | -32.9% | -11.1% | -21.7% | -28.3% |
| 3M | -22.2% | -11.1% | -11.0% | -17.9% |
| 6M | +25.9% | -18.0% | +43.9% | +38.2% |
| YTD | +107.9% | -7.4% | +115.3% | +121.7% |
| 1Y | +115.0% | +6.7% | +108.4% | +118.2% |
| All | +115.0% | +5.2% | +109.8% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling