+622.1%
XLP vs UMC
+157.8%
+464.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | +0.3% |
| 7D | +0.1% | -9.2% | +9.2% | +0.7% |
| 30D | +8.9% | -35.1% | +44.1% | +12.5% |
| 3M | +7.5% | -20.5% | +27.9% | +8.9% |
| 6M | +9.4% | -1.7% | +11.2% | +7.6% |
| YTD | +19.3% | +92.8% | -73.5% | +9.7% |
| 1Y | +21.7% | +104.5% | -82.7% | +11.3% |
| 3Y | +44.0% | +129.8% | -85.9% | +29.1% |
| 5Y | +42.8% | +74.0% | -31.2% | +29.7% |
| 10Y | +128.8% | +1,198.4% | -1,069.7% | +66.1% |
| All | +622.1% | +157.8% | +464.3% | +398.8% |
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