+66.2%
XYZ vs UMC
+129.7%
-63.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.5% |
| 7D | +12.6% | -8.3% | +20.9% | +13.8% |
| 30D | +10.8% | -34.5% | +45.3% | +18.0% |
| 3M | +8.4% | -20.0% | +28.3% | +10.7% |
| 6M | +14.3% | -0.7% | +15.1% | +8.0% |
| YTD | +31.5% | +94.7% | -63.2% | +1.4% |
| 1Y | +28.1% | +106.0% | -77.9% | -3.3% |
| 3Y | +66.2% | +124.3% | -58.1% | +16.0% |
| All | +66.2% | +129.7% | -63.5% | +16.0% |
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 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