+6.8%
B vs UMAC
+14.0%
-7.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -2.7% | -2.9% | +0.3% | -2.6% |
| 30D | -4.3% | -35.6% | +31.3% | -0.3% |
| 3M | -2.3% | -51.3% | +49.0% | +3.7% |
| 6M | -16.2% | -17.5% | +1.3% | -18.3% |
| YTD | -8.8% | -0.7% | -8.1% | -15.8% |
| All | +6.8% | +14.0% | -7.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling