-0.1%
UMC vs Z
-28.8%
+28.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -2.3% |
| 7D | +17.8% | -4.9% | +22.7% | +16.9% |
| 30D | -29.6% | +3.0% | -32.6% | -26.9% |
| 3M | -18.4% | -13.4% | -5.0% | -19.5% |
| 6M | -0.1% | -27.3% | +27.2% | +9.0% |
| All | -0.1% | -28.8% | +28.6% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling