+26.9%
XYZ vs UMC
+113.5%
-86.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.3% |
| 7D | -1.0% | +5.0% | -5.9% | -1.6% |
| 30D | -1.7% | +7.7% | -9.4% | -2.8% |
| 3M | +16.7% | +1.7% | +15.1% | +12.2% |
| 6M | +26.9% | +113.9% | -87.1% | +3.0% |
| All | +26.9% | +113.5% | -86.6% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling