+1,129.1%
UMC vs XME
+246.2%
+882.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +3.9% | +4.5% |
| 7D | +6.6% | +3.6% | +3.0% | +4.6% |
| 30D | +16.6% | +3.6% | +12.9% | +14.0% |
| 3M | +11.0% | +1.2% | +9.8% | +10.1% |
| 6M | +131.3% | +9.0% | +122.2% | +120.4% |
| YTD | +182.5% | +15.9% | +166.6% | +158.7% |
| 1Y | +222.3% | +43.2% | +179.1% | +161.6% |
| 3Y | +253.0% | +137.4% | +115.7% | +113.7% |
| 5Y | +141.8% | +185.0% | -43.2% | +28.9% |
| 10Y | +1,772.2% | +409.5% | +1,362.7% | +544.8% |
| All | +1,129.1% | +246.2% | +882.9% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling