+68.5%
XLI vs UMC
+252.9%
-184.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -2.3% | +11.4% | -13.7% | -3.6% |
| 30D | -8.2% | +16.8% | -24.9% | -10.0% |
| 3M | +0.8% | +19.1% | -18.3% | -2.7% |
| 6M | +0.8% | +137.4% | -136.6% | -12.9% |
| YTD | +10.5% | +186.4% | -175.8% | -9.0% |
| 1Y | +14.1% | +229.1% | -215.0% | -9.1% |
| All | +68.5% | +252.9% | -184.3% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling