+615.7%
XLP vs UMC
+139.8%
+475.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.6% |
| 7D | +0.7% | -17.0% | +17.7% | +2.1% |
| 30D | +10.3% | -40.6% | +50.8% | +14.6% |
| 3M | +6.5% | -27.9% | +34.4% | +8.8% |
| 6M | +8.4% | -7.5% | +15.8% | +7.1% |
| YTD | +18.2% | +79.3% | -61.1% | +9.4% |
| 1Y | +22.4% | +92.8% | -70.4% | +12.5% |
| 3Y | +41.9% | +108.2% | -66.3% | +28.3% |
| 5Y | +40.9% | +68.4% | -27.6% | +28.2% |
| 10Y | +128.4% | +1,107.7% | -979.4% | +66.8% |
| All | +615.7% | +139.8% | +475.9% | +397.3% |
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