+230.1%
B vs UMAC
+473.8%
-243.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | -2.4% | -3.4% | +1.0% | -2.3% |
| 30D | +6.3% | -15.1% | +21.4% | +6.7% |
| 3M | +12.1% | -10.8% | +22.9% | +11.8% |
| 6M | -3.1% | +15.7% | -18.8% | -5.0% |
| YTD | +2.0% | +80.1% | -78.2% | -1.5% |
| 1Y | +51.7% | +116.7% | -65.0% | +45.6% |
| All | +230.1% | +473.8% | -243.6% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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