+312.0%
UPS vs UMC
+277.8%
+34.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.8% | -2.6% |
| 7D | -2.1% | +6.6% | -8.7% | -3.2% |
| 30D | -2.3% | +16.6% | -18.9% | -4.9% |
| 3M | -5.2% | +11.0% | -16.2% | -8.1% |
| 6M | +1.4% | +131.3% | -129.9% | -13.6% |
| YTD | +6.1% | +182.5% | -176.4% | -13.3% |
| 1Y | +27.0% | +222.3% | -195.3% | +1.3% |
| 3Y | -25.9% | +253.0% | -279.0% | -42.5% |
| 5Y | -34.6% | +141.8% | -176.4% | -46.9% |
| 10Y | +36.2% | +1,772.2% | -1,736.1% | -25.7% |
| All | +312.0% | +277.8% | +34.2% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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