+1,508.3%
UMDD price history and return analytics
+460.3%
+1,048.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -0.3% |
| 7D | -7.5% | -2.0% | -5.5% | -1.4% |
| 30D | -15.4% | -1.4% | -14.0% | -11.3% |
| 3M | -2.7% | +4.7% | -7.4% | -15.4% |
| 6M | +16.1% | +11.4% | +4.7% | -15.5% |
| YTD | +25.8% | +13.1% | +12.7% | -11.8% |
| 1Y | +25.5% | +19.0% | +6.4% | -23.9% |
| 3Y | +75.3% | +73.9% | +1.4% | -60.8% |
| 5Y | +8.7% | +65.4% | -56.7% | -63.3% |
| 10Y | +167.9% | +225.4% | -57.5% | -76.5% |
| All | +1,508.3% | +460.3% | +1,048.0% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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