+136.2%
XLP vs UMC
+1,304.8%
-1,168.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | -0.2% | +17.8% | -18.0% | -1.0% |
| 30D | +8.2% | -29.6% | +37.8% | +9.8% |
| 3M | +7.7% | -18.4% | +26.1% | +8.3% |
| 6M | +9.3% | -0.1% | +9.4% | +7.3% |
| YTD | +19.5% | +104.0% | -84.6% | +10.6% |
| 1Y | +21.0% | +121.5% | -100.5% | +11.3% |
| 3Y | +43.2% | +135.0% | -91.8% | +29.9% |
| 5Y | +42.7% | +83.0% | -40.3% | +30.0% |
| All | +136.2% | +1,304.8% | -1,168.7% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling