+597.9%
XYZ vs UMC
+1,818.5%
-1,220.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.6% |
| 7D | -5.2% | +11.4% | -16.5% | -9.6% |
| 30D | 0.0% | +16.8% | -16.8% | -7.1% |
| 3M | +18.7% | +19.1% | -0.4% | +4.1% |
| 6M | +20.5% | +137.4% | -116.9% | -25.6% |
| YTD | +21.5% | +186.4% | -164.9% | -34.3% |
| 1Y | +7.2% | +229.1% | -221.9% | -46.4% |
| 3Y | +49.0% | +257.9% | -208.9% | -31.6% |
| 5Y | -68.1% | +137.5% | -205.6% | -82.5% |
| All | +597.9% | +1,818.5% | -1,220.6% | +56.0% |
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