+263.0%
UMC vs Z
-37.2%
+300.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.0% |
| 7D | +13.6% | -7.1% | +20.7% | +14.1% |
| 30D | +20.8% | -4.8% | +25.5% | +20.9% |
| 3M | +16.1% | -9.3% | +25.5% | +16.9% |
| 6M | +137.3% | -29.0% | +166.3% | +145.7% |
| YTD | +193.8% | -52.9% | +246.6% | +219.0% |
| 1Y | +236.1% | -63.1% | +299.2% | +278.0% |
| All | +263.0% | -37.2% | +300.2% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling